Morgan Stanley Call 80 CF 21.03.2025
/ DE000MG29NR3
Morgan Stanley Call 80 CF 21.03.2.../ DE000MG29NR3 /
| 10/16/2024 12:43:01 PM |
Chg.-0.150 |
Bid4:34:48 PM |
Ask4:34:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-16.13% |
0.900
Bid Size: 20,000 |
0.930
Ask Size: 20,000 |
CF Industries Holdin... |
80.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG29NR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.47 |
| Time value: |
0.46 |
| Break-even: |
82.81 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
5.74 |
| Rho: |
0.19 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.10% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
+62.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.930 |
| 1M High / 1M Low: |
1.340 |
0.630 |
| 6M High / 6M Low: |
1.340 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.718 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.04% |
| Volatility 6M: |
|
153.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
