Morgan Stanley Call 13 CNH 20.12..../  DE000ME9GTG4  /

Stuttgart
2024-06-24  6:04:18 PM Chg.+0.010 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
0.490EUR +2.08% -
Bid Size: -
-
Ask Size: -
CNH Industrial NV 13.00 USD 2024-12-20 Call
 

Master data

WKN: ME9GTG
Issuer: Morgan Stanley
Currency: EUR
Underlying: CNH Industrial NV
Type: Warrant
Option type: Call
Strike price: 13.00 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: 16.89
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.32
Parity: -2.70
Time value: 0.56
Break-even: 12.72
Moneyness: 0.78
Premium: 0.34
Premium p.a.: 0.83
Spread abs.: 0.08
Spread %: 16.67%
Delta: 0.31
Theta: 0.00
Omega: 5.27
Rho: 0.01
 

Quote data

Open: 0.470
High: 0.490
Low: 0.470
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.91%
1 Month
  -20.97%
3 Months
  -67.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.480
1M High / 1M Low: 0.620 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.536
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -