Morgan Stanley Call 12 CNH 20.09.2024
/ DE000ME9GTE9
Morgan Stanley Call 12 CNH 20.09..../ DE000ME9GTE9 /
| 6/17/2024 6:53:31 PM |
Chg.- |
Bid9:35:39 AM |
Ask9:35:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
- |
0.390
Bid Size: 2,500 |
0.470
Ask Size: 2,500 |
CNH Industrial NV |
12.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME9GTE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CNH Industrial NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
-1.37 |
| Time value: |
0.46 |
| Break-even: |
11.63 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.05 |
| Spread %: |
12.20% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
7.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
-48.05% |
| 3 Months |
|
|
-75.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.330 |
| 1M High / 1M Low: |
0.700 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.451 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
