Morgan Stanley Call 77.5 CF 20.12.2024
/ DE000ME4QXU7
Morgan Stanley Call 77.5 CF 20.12.../ DE000ME4QXU7 /
| 13/09/2024 20:31:47 |
Chg.+0.030 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+6.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
12.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
0.43 |
| Break-even: |
75.77 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
7.45 |
| Rho: |
0.10 |
Quote data
| Open: |
0.470 |
| High: |
0.530 |
| Low: |
0.460 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.36% |
| 1 Month |
|
|
-24.29% |
| 3 Months |
|
|
+8.16% |
| YTD |
|
|
-53.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.440 |
| 1M High / 1M Low: |
0.840 |
0.440 |
| 6M High / 6M Low: |
1.430 |
0.280 |
| High (YTD): |
18/03/2024 |
1.430 |
| Low (YTD): |
10/07/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.703 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.38% |
| Volatility 6M: |
|
179.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
