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

Stuttgart
8/1/2024  6:17:08 PM Chg.-0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.290EUR -6.45% -
Bid Size: -
-
Ask Size: -
CNH Industrial NV 14.00 USD 12/20/2024 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: 12/20/2024
Issue date: 3/1/2024
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 25.48
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.33
Parity: -3.00
Time value: 0.39
Break-even: 13.32
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 1.14
Spread abs.: 0.08
Spread %: 25.81%
Delta: 0.25
Theta: 0.00
Omega: 6.38
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.290
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.12%
1 Month
  -19.44%
3 Months
  -50.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.280
1M High / 1M Low: 0.400 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -