Morgan Stanley Call 13 CNH 20.09..../  DE000ME9GTF6  /

Stuttgart
2024-05-24  6:57:27 PM Chg.+0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.350EUR +6.06% -
Bid Size: -
-
Ask Size: -
CNH Industrial NV 13.00 USD 2024-09-20 Call
 

Master data

WKN: ME9GTF
Issuer: Morgan Stanley
Currency: EUR
Underlying: CNH Industrial NV
Type: Warrant
Option type: Call
Strike price: 13.00 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: 22.24
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.32
Parity: -2.20
Time value: 0.44
Break-even: 12.42
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 1.09
Spread abs.: 0.10
Spread %: 29.41%
Delta: 0.29
Theta: 0.00
Omega: 6.53
Rho: 0.01
 

Quote data

Open: 0.360
High: 0.360
Low: 0.350
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -28.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.330
1M High / 1M Low: 0.590 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
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:   179.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -