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

Stuttgart
15/08/2024  18:38:25 Chg.+0.030 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.270EUR +12.50% -
Bid Size: -
-
Ask Size: -
CNH Industrial NV 13.00 USD 20/12/2024 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: 20/12/2024
Issue date: 01/03/2024
Last trading day: 20/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 24.71
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.34
Parity: -3.16
Time value: 0.35
Break-even: 12.16
Moneyness: 0.73
Premium: 0.41
Premium p.a.: 1.66
Spread abs.: 0.10
Spread %: 40.00%
Delta: 0.24
Theta: 0.00
Omega: 5.89
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -35.71%
3 Months
  -70.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.230
1M High / 1M Low: 0.510 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.356
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -