Morgan Stanley Call 60 CF 20.12.2024
/ DE000ME5C6E3
Morgan Stanley Call 60 CF 20.12.2.../ DE000ME5C6E3 /
| 16/10/2024 11:59:43 |
Chg.-0.07 |
Bid17:55:27 |
Ask17:55:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.45EUR |
-1.55% |
4.52
Bid Size: 2,000 |
4.60
Ask Size: 2,000 |
CF Industries Holdin... |
60.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME5C6E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.35 |
| Intrinsic value: |
23.04 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
23.04 |
| Time value: |
-18.44 |
| Break-even: |
59.73 |
| Moneyness: |
1.42 |
| Premium: |
-0.24 |
| Premium p.a.: |
-0.78 |
| Spread abs.: |
0.08 |
| Spread %: |
1.77% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.45 |
| High: |
4.45 |
| Low: |
4.45 |
| Previous Close: |
4.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.89% |
| 1 Month |
|
|
+1.83% |
| 3 Months |
|
|
+16.49% |
| YTD |
|
|
+27.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.52 |
4.49 |
| 1M High / 1M Low: |
4.52 |
4.37 |
| 6M High / 6M Low: |
4.52 |
3.16 |
| High (YTD): |
15/10/2024 |
4.52 |
| Low (YTD): |
08/08/2024 |
3.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
5.46% |
| Volatility 6M: |
|
66.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
