Morgan Stanley Call 60 AMBA 20.09.2024
/ DE000ME9GF34
Morgan Stanley Call 60 AMBA 20.09.../ DE000ME9GF34 /
8/19/2024 8:15:57 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.102EUR |
- |
- Bid Size: - |
- Ask Size: - |
Ambarella Inc |
60.00 - |
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 - |
Maturity: |
9/20/2024 |
Issue date: |
3/1/2024 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.87 |
Historic volatility: |
0.55 |
Parity: |
-0.66 |
Time value: |
0.17 |
Break-even: |
61.65 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
25.96 |
Spread abs.: |
0.05 |
Spread %: |
47.32% |
Delta: |
0.29 |
Theta: |
-0.11 |
Omega: |
9.51 |
Rho: |
0.01 |
Quote data
Open: |
0.095 |
High: |
0.102 |
Low: |
0.095 |
Previous Close: |
0.097 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+30.77% |
3 Months |
|
|
-70.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.112 |
0.041 |
6M High / 6M Low: |
0.860 |
0.041 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.314 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
393.76% |
Volatility 6M: |
|
297.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |