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

Stuttgart
2024-06-04  6:42:18 PM Chg.-0.040 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.540EUR -6.90% -
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: 14.57
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.32
Parity: -2.30
Time value: 0.66
Break-even: 12.58
Moneyness: 0.81
Premium: 0.31
Premium p.a.: 0.64
Spread abs.: 0.08
Spread %: 13.79%
Delta: 0.35
Theta: 0.00
Omega: 5.10
Rho: 0.01
 

Quote data

Open: 0.560
High: 0.560
Low: 0.540
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -27.03%
3 Months
  -59.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.530
1M High / 1M Low: 0.940 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.722
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -