Morgan Stanley Call 12 CNH 20.12.2024
/ DE000ME9GTD1
Morgan Stanley Call 12 CNH 20.12..../ DE000ME9GTD1 /
| 2024-09-20 12:41:30 PM |
Chg.-0.060 |
Bid5:41:11 PM |
Ask5:41:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-10.34% |
0.500
Bid Size: 45,000 |
0.570
Ask Size: 45,000 |
CNH Industrial NV |
12.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9GTD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CNH Industrial NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.34 |
| Parity: |
-1.09 |
| Time value: |
0.63 |
| Break-even: |
11.38 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.07 |
| Spread %: |
12.50% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
6.17 |
| Rho: |
0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.93% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.380 |
| 1M High / 1M Low: |
0.580 |
0.320 |
| 6M High / 6M Low: |
2.360 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.52% |
| Volatility 6M: |
|
157.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
