Morgan Stanley Call 13 CNH 20.09..../  DE000ME9GTF6  /

Stuttgart
6/24/2024  6:04:20 PM Chg.-0.010 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
0.270EUR -3.57% -
Bid Size: -
-
Ask Size: -
CNH Industrial NV 13.00 USD 9/20/2024 Call
 

Master data

WKN: ME9GTF
Issuer: Morgan Stanley
Currency: EUR
Underlying: CNH Industrial NV
Type: Warrant
Option type: Call
Strike price: 13.00 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: 27.03
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.32
Parity: -2.70
Time value: 0.35
Break-even: 12.51
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 2.19
Spread abs.: 0.08
Spread %: 29.63%
Delta: 0.25
Theta: -0.01
Omega: 6.64
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -22.86%
3 Months
  -79.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.280
1M High / 1M Low: 0.350 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -