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Morgan Stanley Call 90 CF 21.06.2.../  DE000MB91N08  /

Stuttgart
2024-05-31  11:47:40 AM Chg.-0.020 Bid5:46:36 PM Ask5:46:36 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.210
Bid Size: 5,000		 0.330
Ask Size: 5,000		 CF Industries Holdin... 90.00 USD 2024-06-21 Call
 

Master data

WKN: MB91N0
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: 2023-07-20
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 209.03
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.26
Parity: -12.02
Time value: 0.34
Break-even: 83.43
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 15.23
Spread abs.: 0.12
Spread %: 54.55%
Delta: 0.09
Theta: -0.03
Omega: 19.83
Rho: 0.00
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -69.23%
3 Months
  -85.71%
YTD
  -89.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.650 0.170
6M High / 6M Low: 2.710 0.170
High (YTD): 2024-03-20 2.710
Low (YTD): 2024-05-27 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   1.315
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.38%
Volatility 6M:   200.01%
Volatility 1Y:   -
Volatility 3Y:   -