Morgan Stanley Call 90 CF 21.06.2024
/ DE000MB8PCR3
Morgan Stanley Call 90 CF 21.06.2.../ DE000MB8PCR3 /
2024-05-31 9:14:39 PM |
Chg.0.000 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
CF Industries Holdin... |
90.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
MB8PCR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-13 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
222.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.26 |
Parity: |
-12.02 |
Time value: |
0.32 |
Break-even: |
83.41 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
15.16 |
Spread abs.: |
0.12 |
Spread %: |
60.00% |
Delta: |
0.09 |
Theta: |
-0.03 |
Omega: |
20.27 |
Rho: |
0.00 |
Quote data
Open: |
0.190 |
High: |
0.200 |
Low: |
0.190 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
-62.96% |
3 Months |
|
|
-77.78% |
YTD |
|
|
-83.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.150 |
1M High / 1M Low: |
0.540 |
0.150 |
6M High / 6M Low: |
1.800 |
0.150 |
High (YTD): |
2024-03-20 |
1.800 |
Low (YTD): |
2024-05-27 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.237 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.890 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
259.66% |
Volatility 6M: |
|
187.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |