Morgan Stanley Call 90 CF 21.03.2025
/ DE000MG105Z3
Morgan Stanley Call 90 CF 21.03.2.../ DE000MG105Z3 /
| 10/16/2024 12:08:40 PM |
Chg.-0.020 |
Bid5:25:47 PM |
Ask5:25:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-4.26% |
0.420
Bid Size: 20,000 |
0.440
Ask Size: 20,000 |
CF Industries Holdin... |
90.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG105Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.45 |
| Time value: |
0.47 |
| Break-even: |
87.40 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
7.54 |
| Rho: |
0.13 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
+55.17% |
| 3 Months |
|
|
+94.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.470 |
| 1M High / 1M Low: |
0.750 |
0.290 |
| 6M High / 6M Low: |
0.750 |
0.194 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.27% |
| Volatility 6M: |
|
167.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
