Morgan Stanley Call 12 CNH 20.09.2024
/ DE000ME9GTE9
Morgan Stanley Call 12 CNH 20.09..../ DE000ME9GTE9 /
| 2024-05-23 3:12:34 PM |
Chg.-0.070 |
Bid3:52:16 PM |
Ask3:52:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-11.48% |
0.520
Bid Size: 45,000 |
0.590
Ask Size: 45,000 |
CNH Industrial NV |
12.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9GTE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CNH Industrial NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-0.84 |
| Time value: |
0.58 |
| Break-even: |
11.67 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.42 |
| Theta: |
0.00 |
| Omega: |
7.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.540 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.21% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.570 |
| 1M High / 1M Low: |
0.940 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.743 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
