Morgan Stanley Call 55 AMBA 20.09.2024
/ DE000ME9GF26
Morgan Stanley Call 55 AMBA 20.09.../ DE000ME9GF26 /
| 05/07/2024 21:25:00 |
Chg.+0.110 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+21.15% |
-
Bid Size: - |
-
Ask Size: - |
Ambarella Inc |
55.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME9GF2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ambarella Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.47 |
| Parity: |
0.15 |
| Time value: |
0.62 |
| Break-even: |
58.44 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.14 |
| Spread %: |
22.22% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
4.13 |
| Rho: |
0.05 |
Quote data
| Open: |
0.560 |
| High: |
0.630 |
| Low: |
0.560 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.50% |
| 1 Month |
|
|
-7.35% |
| 3 Months |
|
|
+65.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.390 |
| 1M High / 1M Low: |
0.730 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
