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Morgan Stanley Call 77.5 CF 20.12.../  DE000ME4QXU7  /

Stuttgart
16/10/2024  16:20:26 Chg.-0.040 Bid17:56:33 Ask17:56:33 Underlying Strike price Expiration date Option type
0.890EUR -4.30% 0.840
Bid Size: 20,000		 0.870
Ask Size: 20,000		 CF Industries Holdin... 77.50 USD 20/12/2024 Call
 

Master data

WKN: ME4QXU
Issuer: Morgan Stanley
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 77.50 USD
Maturity: 20/12/2024
Issue date: 05/12/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.59
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.70
Implied volatility: 0.36
Historic volatility: 0.25
Parity: 0.70
Time value: 0.21
Break-even: 80.31
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 3.41%
Delta: 0.77
Theta: -0.03
Omega: 6.59
Rho: 0.09
 

Quote data

Open: 0.870
High: 0.890
Low: 0.870
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.35%
1 Month  
+53.45%
3 Months  
+134.21%
YTD
  -21.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.930
1M High / 1M Low: 1.320 0.580
6M High / 6M Low: 1.320 0.280
High (YTD): 18/03/2024 1.430
Low (YTD): 10/07/2024 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   1.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.943
Avg. volume 1M:   0.000
Avg. price 6M:   0.662
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.82%
Volatility 6M:   185.80%
Volatility 1Y:   -
Volatility 3Y:   -