Morgan Stanley Call 14 CNH 20.12..../  DE000ME9GTJ8  /

Stuttgart
2024-05-21  9:19:49 PM Chg.- Bid12:20:39 PM Ask12:20:39 PM Underlying Strike price Expiration date Option type
0.490EUR - 0.460
Bid Size: 2,000
-
Ask Size: -
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: 20.71
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -2.75
Time value: 0.49
Break-even: 13.39
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.61
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.29
Theta: 0.00
Omega: 6.02
Rho: 0.01
 

Quote data

Open: 0.520
High: 0.520
Low: 0.490
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.76%
1 Month
  -30.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.490
1M High / 1M Low: 0.700 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -