Morgan Stanley Call 12 CNH 20.12.2024
/ DE000ME9GTD1
Morgan Stanley Call 12 CNH 20.12..../ DE000ME9GTD1 /
02/08/2024 18:21:49 |
Chg.-0.100 |
Bid19:44:08 |
Ask19:44:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-20.00% |
0.410 Bid Size: 45,000 |
0.550 Ask Size: 45,000 |
CNH Industrial NV |
12.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME9GTD |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CNH Industrial NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
01/03/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.33 |
Parity: |
-1.38 |
Time value: |
0.61 |
Break-even: |
11.74 |
Moneyness: |
0.88 |
Premium: |
0.20 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.15 |
Spread %: |
32.61% |
Delta: |
0.38 |
Theta: |
0.00 |
Omega: |
6.11 |
Rho: |
0.01 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.400 |
Previous Close: |
0.500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.82% |
1 Month |
|
|
-21.57% |
3 Months |
|
|
-62.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.470 |
1M High / 1M Low: |
0.710 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.540 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |