Morgan Stanley Call 14 CNH 20.09.2024
/ DE000ME9GTH2
Morgan Stanley Call 14 CNH 20.09..../ DE000ME9GTH2 /
| 18/06/2024 18:42:03 |
Chg.- |
Bid08:00:36 |
Ask08:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
- |
0.250
Bid Size: 10,000 |
0.360
Ask Size: 10,000 |
CNH Industrial NV |
14.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME9GTH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CNH Industrial NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.32 |
| Parity: |
-3.39 |
| Time value: |
0.34 |
| Break-even: |
13.38 |
| Moneyness: |
0.74 |
| Premium: |
0.39 |
| Premium p.a.: |
2.60 |
| Spread abs.: |
0.07 |
| Spread %: |
25.93% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
6.33 |
| Rho: |
0.00 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
-22.86% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.250 |
| 1M High / 1M Low: |
0.330 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
