Morgan Stanley Call 12 CNH 20.12..../  DE000ME9GTD1  /

Stuttgart
2024-06-14  6:31:45 PM Chg.+0.040 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.740EUR +5.71% -
Bid Size: -
-
Ask Size: -
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: 11.41
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.32
Parity: -1.62
Time value: 0.84
Break-even: 12.05
Moneyness: 0.86
Premium: 0.26
Premium p.a.: 0.56
Spread abs.: 0.10
Spread %: 13.51%
Delta: 0.42
Theta: 0.00
Omega: 4.74
Rho: 0.02
 

Quote data

Open: 0.680
High: 0.740
Low: 0.680
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.78%
1 Month
  -42.19%
3 Months
  -63.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.640
1M High / 1M Low: 1.280 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.841
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -