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

Stuttgart
2024-05-24  6:57:27 PM Chg.+0.030 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.480EUR +6.67% -
Bid Size: -
-
Ask Size: -
CNH Industrial NV 14.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2024-03-01
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 17.79
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.32
Parity: -3.12
Time value: 0.55
Break-even: 13.46
Moneyness: 0.76
Premium: 0.38
Premium p.a.: 0.74
Spread abs.: 0.08
Spread %: 17.02%
Delta: 0.30
Theta: 0.00
Omega: 5.27
Rho: 0.01
 

Quote data

Open: 0.490
High: 0.490
Low: 0.470
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.58%
1 Month
  -17.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.450
1M High / 1M Low: 0.690 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.587
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -