Morgan Stanley Call 90 CF 20.09.2024
/ DE000ME1QCY9
Morgan Stanley Call 90 CF 20.09.2.../ DE000ME1QCY9 /
| 2024-05-30 6:27:22 PM |
Chg.- |
Bid9:17:03 AM |
Ask9:17:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
1.02
Bid Size: 300 |
1.18
Ask Size: 300 |
CF Industries Holdin... |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1QCY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
60.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-11.94 |
| Time value: |
1.18 |
| Break-even: |
84.50 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.12 |
| Spread %: |
11.32% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
12.24 |
| Rho: |
0.04 |
Quote data
| Open: |
0.97 |
| High: |
1.07 |
| Low: |
0.97 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.73% |
| 1 Month |
|
|
-35.93% |
| 3 Months |
|
|
-51.14% |
| YTD |
|
|
-55.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.05 |
| 1M High / 1M Low: |
1.67 |
0.79 |
| 6M High / 6M Low: |
3.41 |
0.79 |
| High (YTD): |
2024-03-18 |
3.41 |
| Low (YTD): |
2024-05-10 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.83% |
| Volatility 6M: |
|
152.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
