Morgan Stanley Call 60 AMBA 20.12.2024
/ DE000ME9GF42
Morgan Stanley Call 60 AMBA 20.12.../ DE000ME9GF42 /
| 8/30/2024 6:22:47 PM |
Chg.+0.130 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+24.53% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.63 |
| 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: |
|
- |
