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

Stuttgart
7/5/2024  9:26:39 PM Chg.-0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.380EUR -5.00% -
Bid Size: -
-
Ask Size: -
CNH Industrial NV 13.00 USD 12/20/2024 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: 12/20/2024
Issue date: 3/1/2024
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 19.33
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.31
Parity: -2.91
Time value: 0.47
Break-even: 12.46
Moneyness: 0.76
Premium: 0.37
Premium p.a.: 1.00
Spread abs.: 0.09
Spread %: 23.68%
Delta: 0.28
Theta: 0.00
Omega: 5.46
Rho: 0.01
 

Quote data

Open: 0.410
High: 0.410
Low: 0.380
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -29.63%
3 Months
  -77.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.380
1M High / 1M Low: 0.550 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.477
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -