Morgan Stanley Call 80 CF 21.06.2024
/ DE000MB91MZ9
Morgan Stanley Call 80 CF 21.06.2.../ DE000MB91MZ9 /
| 2024-05-31 6:00:43 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CF Industries Holdin... |
80.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB91MZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-06-03 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
38.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.26 |
| Parity: |
-6.01 |
| Time value: |
1.92 |
| Break-even: |
81.92 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
9.21 |
| Spread abs.: |
0.11 |
| Spread %: |
6.08% |
| Delta: |
0.31 |
| Theta: |
-0.12 |
| Omega: |
12.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.89 |
| High: |
1.04 |
| Low: |
0.89 |
| Previous Close: |
0.90 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.77% |
| 1 Month |
|
|
+35.06% |
| 3 Months |
|
|
-70.20% |
| YTD |
|
|
-71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.90 |
| 1M High / 1M Low: |
2.04 |
0.55 |
| 6M High / 6M Low: |
5.50 |
0.55 |
| High (YTD): |
2024-03-20 |
5.50 |
| Low (YTD): |
2024-05-10 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.10% |
| Volatility 6M: |
|
203.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
