Morgan Stanley Put 75 CF 20.12.2024
/ DE000ME53BY9
Morgan Stanley Put 75 CF 20.12.20.../ DE000ME53BY9 /
2024-05-28 8:09:16 AM |
Chg.+0.010 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+2.13% |
- Bid Size: - |
- Ask Size: - |
CF Industries Holdin... |
75.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
ME53BY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-12 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
-0.23 |
Time value: |
0.50 |
Break-even: |
64.05 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
6.38% |
Delta: |
-0.37 |
Theta: |
-0.01 |
Omega: |
-5.21 |
Rho: |
-0.18 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.63% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-5.88% |
YTD |
|
|
-26.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.430 |
1M High / 1M Low: |
0.720 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-18 |
0.840 |
Low (YTD): |
2024-03-20 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.562 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |