Morgan Stanley Call 60 AMBA 20.12.../  DE000ME9GF42  /

Stuttgart
9/2/2024  12:20:01 PM Chg.-0.060 Bid5:14:21 PM Ask5:14:21 PM Underlying Strike price Expiration date Option type
0.600EUR -9.09% 0.610
Bid Size: 5,000
0.720
Ask Size: 5,000
Ambarella Inc 60.00 USD 12/20/2024 Call
 

Master data

WKN: ME9GF4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ambarella Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 3/1/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.41
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.55
Parity: -0.10
Time value: 0.72
Break-even: 61.52
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.61
Spread abs.: 0.06
Spread %: 9.09%
Delta: 0.56
Theta: -0.04
Omega: 4.15
Rho: 0.07
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.85%
1 Month  
+160.87%
3 Months
  -28.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.390
1M High / 1M Low: 0.660 0.151
6M High / 6M Low: 1.140 0.151
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.539
Avg. volume 6M:   55.118
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.99%
Volatility 6M:   226.94%
Volatility 1Y:   -
Volatility 3Y:   -