Morgan Stanley Call 80 CF 20.06.2.../  DE000ME53FH5  /

Stuttgart
2024-06-05  8:09:18 AM Chg.+0.01 Bid10:56:28 AM Ask10:56:28 AM Underlying Strike price Expiration date Option type
1.07EUR +0.94% 1.06
Bid Size: 3,750
1.11
Ask Size: 3,750
CF Industries Holdin... 80.00 USD 2025-06-20 Call
 

Master data

WKN: ME53FH
Issuer: Morgan Stanley
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-12
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.73
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.05
Implied volatility: 0.32
Historic volatility: 0.26
Parity: 0.05
Time value: 1.05
Break-even: 84.52
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 2.80%
Delta: 0.62
Theta: -0.02
Omega: 4.16
Rho: 0.36
 

Quote data

Open: 1.07
High: 1.07
Low: 1.07
Previous Close: 1.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.30%
1 Month  
+37.18%
3 Months
  -9.32%
YTD
  -15.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.06 0.90
1M High / 1M Low: 1.06 0.74
6M High / 6M Low: - -
High (YTD): 2024-03-20 1.61
Low (YTD): 2024-05-09 0.74
52W High: - -
52W Low: - -
Avg. price 1W:   0.98
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -