Morgan Stanley Call 60 AMBA 20.12.2024
/ DE000ME9GF42
Morgan Stanley Call 60 AMBA 20.12.../ DE000ME9GF42 /
| 30/07/2024 18:39:50 |
Chg.-0.110 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-21.15% |
-
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: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.48 |
| Parity: |
-0.67 |
| Time value: |
0.54 |
| Break-even: |
60.86 |
| Moneyness: |
0.88 |
| Premium: |
0.25 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.06 |
| Spread %: |
12.50% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
4.17 |
| Rho: |
0.07 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.410 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.67% |
| 1 Month |
|
|
-22.64% |
| 3 Months |
|
|
+7.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.410 |
| 1M High / 1M Low: |
1.140 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
