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: |
|
- |