Morgan Stanley Call 55 AMBA 20.12.2024
/ DE000ME9GF18
Morgan Stanley Call 55 AMBA 20.12.../ DE000ME9GF18 /
| 04/09/2024 20:27:36 |
Chg.-0.070 |
Bid20:59:44 |
Ask20:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-10.00% |
0.590
Bid Size: 80,000 |
0.650
Ask Size: 80,000 |
Ambarella Inc |
55.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9GF1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ambarella Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.55 |
| Parity: |
0.36 |
| Time value: |
0.35 |
| Break-even: |
56.88 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
9.23% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
5.09 |
| Rho: |
0.09 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.74% |
| 1 Month |
|
|
+96.88% |
| 3 Months |
|
|
-26.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.700 |
| 1M High / 1M Low: |
0.900 |
0.200 |
| 6M High / 6M Low: |
1.420 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.704 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.06% |
| Volatility 6M: |
|
207.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
