Morgan Stanley Call 12 CNHI 20.12.2024
/ DE000ME9GTD1
Morgan Stanley Call 12 CNHI 20.12.../ DE000ME9GTD1 /
| 2024-05-21 9:19:49 PM |
Chg.-0.150 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-13.89% |
-
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: |
9.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-0.64 |
| Time value: |
1.08 |
| Break-even: |
12.13 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.07 |
| Spread %: |
6.93% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
4.91 |
| Rho: |
0.02 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
0.930 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.34% |
| 1 Month |
|
|
-23.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.930 |
| 1M High / 1M Low: |
1.320 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
