Morgan Stanley Call 14 CNH 20.12.2024
/ DE000ME9GTJ8
Morgan Stanley Call 14 CNH 20.12..../ DE000ME9GTJ8 /
| 2024-06-21 6:21:37 PM |
Chg.- |
Bid11:34:41 AM |
Ask11:34:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
- |
0.400
Bid Size: 7,500 |
0.510
Ask Size: 6,250 |
CNH Industrial NV |
14.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9GTJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CNH Industrial NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 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: |
18.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.32 |
| Parity: |
-3.64 |
| Time value: |
0.51 |
| Break-even: |
13.61 |
| Moneyness: |
0.72 |
| Premium: |
0.44 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.11 |
| Spread %: |
27.50% |
| Delta: |
0.27 |
| Theta: |
0.00 |
| Omega: |
5.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
-14.58% |
| 3 Months |
|
|
-69.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.410 |
| 1M High / 1M Low: |
0.480 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
