OverviewChartNewsTraderScreen

Morgan Stanley Put 75 CF 20.12.20.../  DE000ME53BY9  /

Stuttgart
10/16/2024  2:04:26 PM Chg.+0.026 Bid6:01:57 PM Ask6:01:57 PM Underlying Strike price Expiration date Option type
0.144EUR +22.03% 0.126
Bid Size: 20,000		 0.133
Ask Size: 20,000		 CF Industries Holdin... 75.00 USD 12/20/2024 Put
 

Master data

WKN: ME53BY
Issuer: Morgan Stanley
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Put
Strike price: 75.00 USD
Maturity: 12/20/2024
Issue date: 12/12/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -60.13
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -0.93
Time value: 0.13
Break-even: 67.61
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 6.56%
Delta: -0.18
Theta: -0.02
Omega: -10.84
Rho: -0.03
 

Quote data

Open: 0.117
High: 0.144
Low: 0.117
Previous Close: 0.118
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.94%
1 Month
  -37.39%
3 Months
  -76.39%
YTD
  -77.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.118 0.095
1M High / 1M Low: 0.230 0.091
6M High / 6M Low: 0.790 0.091
High (YTD): 1/18/2024 0.840
Low (YTD): 10/4/2024 0.091
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.445
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.14%
Volatility 6M:   188.68%
Volatility 1Y:   -
Volatility 3Y:   -