Morgan Stanley Call 55 AMBA 20.12.2024
/ DE000ME9GF18
Morgan Stanley Call 55 AMBA 20.12.../ DE000ME9GF18 /
| 2024-07-29 6:06:07 PM |
Chg.0.000 |
Bid8:19:18 PM |
Ask8:19:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
0.00% |
0.660
Bid Size: 25,000 |
0.720
Ask Size: 25,000 |
Ambarella Inc |
55.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9GF1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ambarella Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.48 |
| Parity: |
-0.22 |
| Time value: |
0.72 |
| Break-even: |
57.88 |
| Moneyness: |
0.96 |
| Premium: |
0.20 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.06 |
| Spread %: |
9.09% |
| Delta: |
0.55 |
| Theta: |
-0.03 |
| Omega: |
3.70 |
| Rho: |
0.08 |
Quote data
| Open: |
0.680 |
| High: |
0.690 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.47% |
| 1 Month |
|
|
-2.82% |
| 3 Months |
|
|
+53.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.690 |
| 1M High / 1M Low: |
1.420 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.981 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
