Morgan Stanley Call 80 CF 20.06.2025
/ DE000ME53FH5
Morgan Stanley Call 80 CF 20.06.2.../ DE000ME53FH5 /
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: |
|
- |