Morgan Stanley Call 55 AMBA 20.12.../  DE000ME9GF18  /

Stuttgart
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:   -