Morgan Stanley Call 85 CF 20.09.2024
/ DE000ME3CN00
Morgan Stanley Call 85 CF 20.09.2.../ DE000ME3CN00 /
2024-05-28 10:30:01 AM |
Chg.+0.013 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.233EUR |
+5.91% |
- Bid Size: - |
- Ask Size: - |
CF Industries Holdin... |
85.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME3CN0 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-09 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.26 |
Parity: |
-0.69 |
Time value: |
0.26 |
Break-even: |
80.86 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.03 |
Spread %: |
13.04% |
Delta: |
0.35 |
Theta: |
-0.02 |
Omega: |
9.58 |
Rho: |
0.07 |
Quote data
Open: |
0.233 |
High: |
0.233 |
Low: |
0.233 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.19% |
1 Month |
|
|
-45.81% |
3 Months |
|
|
-52.45% |
YTD |
|
|
-65.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.220 |
1M High / 1M Low: |
0.430 |
0.157 |
6M High / 6M Low: |
0.840 |
0.157 |
High (YTD): |
2024-03-20 |
0.840 |
Low (YTD): |
2024-05-08 |
0.157 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.227 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.495 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
299.37% |
Volatility 6M: |
|
180.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |