Morgan Stanley Call 70 CF 21.03.2025
/ DE000MG3TEV9
Morgan Stanley Call 70 CF 21.03.2.../ DE000MG3TEV9 /
| 04/09/2024 09:57:07 |
Chg.-0.01 |
Bid11:45:48 |
Ask11:45:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-0.85% |
1.17
Bid Size: 3,750 |
1.20
Ask Size: 2,500 |
CF Industries Holdin... |
70.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG3TEV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.82 |
| Time value: |
0.40 |
| Break-even: |
75.56 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.47 |
| Rho: |
0.23 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
+32.95% |
| 3 Months |
|
|
-20.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.18 |
| 1M High / 1M Low: |
1.50 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
