Morgan Stanley Call 60 AMBA 20.12.2024
/ DE000ME9GF42
Morgan Stanley Call 60 AMBA 20.12.../ DE000ME9GF42 /
30/08/2024 18:22:47 |
Chg.+0.130 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+24.53% |
- Bid Size: - |
- Ask Size: - |
Ambarella Inc |
60.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME9GF4 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Ambarella Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
01/03/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.55 |
Parity: |
-0.10 |
Time value: |
0.72 |
Break-even: |
61.51 |
Moneyness: |
0.98 |
Premium: |
0.15 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.06 |
Spread %: |
9.09% |
Delta: |
0.56 |
Theta: |
-0.04 |
Omega: |
4.15 |
Rho: |
0.07 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.660 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+88.57% |
1 Month |
|
|
+94.12% |
3 Months |
|
|
-21.43% |
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: |
|
0.319 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.542 |
Avg. volume 6M: |
|
54.688 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.52% |
Volatility 6M: |
|
226.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |