Morgan Stanley Call 60 AMBA 20.09.2024
/ DE000ME9GF34
Morgan Stanley Call 60 AMBA 20.09.../ DE000ME9GF34 /
| 8/14/2024 6:48:11 PM |
Chg.-0.013 |
Bid9:17:00 PM |
Ask9:17:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-14.44% |
0.078
Bid Size: 5,000 |
0.117
Ask Size: 5,000 |
Ambarella Inc |
60.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME9GF3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ambarella Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.52 |
| Parity: |
-1.51 |
| Time value: |
0.14 |
| Break-even: |
55.92 |
| Moneyness: |
0.72 |
| Premium: |
0.42 |
| Premium p.a.: |
29.98 |
| Spread abs.: |
0.04 |
| Spread %: |
37.76% |
| Delta: |
0.21 |
| Theta: |
-0.05 |
| Omega: |
6.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.077 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.80% |
| 1 Month |
|
|
-87.17% |
| 3 Months |
|
|
-56.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.041 |
| 1M High / 1M Low: |
0.860 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
