Morgan Stanley Call 70 APH 20.09..../  DE000ME9LZA4  /

Stuttgart
7/18/2024  6:48:43 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.400EUR - -
Bid Size: -
-
Ask Size: -
Amphenol Corp 70.00 - 9/20/2024 Call
 

Master data

WKN: ME9LZA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amphenol Corp
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 9/20/2024
Issue date: 3/5/2024
Last trading day: 7/19/2024
Ratio: 5:1
Exercise type: American
Quanto: No
Gearing: 27.76
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.18
Parity: -1.79
Time value: 0.44
Break-even: 72.20
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 1.87
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.30
Theta: -0.04
Omega: 8.36
Rho: 0.03
 

Quote data

Open: 0.380
High: 0.400
Low: 0.380
Previous Close: 0.730
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -36.51%
3 Months  
+101.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.400
1M High / 1M Low: 0.810 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.630
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -