Morgan Stanley Call 60 AMBA 20.09.2024
/ DE000ME9GF34
Morgan Stanley Call 60 AMBA 20.09.../ DE000ME9GF34 /
| 2024-07-26 6:06:07 PM |
Chg.- |
Bid9:29:14 AM |
Ask9:29:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
- |
0.250
Bid Size: 10,000 |
0.310
Ask Size: 10,000 |
Ambarella Inc |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9GF3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ambarella Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.48 |
| Parity: |
-0.69 |
| Time value: |
0.30 |
| Break-even: |
58.29 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
2.58 |
| Spread abs.: |
0.06 |
| Spread %: |
25.00% |
| Delta: |
0.37 |
| Theta: |
-0.05 |
| Omega: |
6.04 |
| Rho: |
0.02 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.15% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+56.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.270 |
| 1M High / 1M Low: |
0.860 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
