Morgan Stanley Call 60 APH 20.12.2024
/ DE000ME9LZ66
Morgan Stanley Call 60 APH 20.12..../ DE000ME9LZ66 /
| 2024-11-06 8:24:47 PM |
Chg.+0.46 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
+25.27% |
-
Bid Size: - |
-
Ask Size: - |
Amphenol Corp |
60.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9LZ6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amphenol Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
1.78 |
| Time value: |
0.17 |
| Break-even: |
64.62 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
5.68 |
| Rho: |
0.05 |
Quote data
| Open: |
2.42 |
| High: |
2.42 |
| Low: |
2.28 |
| Previous Close: |
1.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.03% |
| 1 Month |
|
|
+123.53% |
| 3 Months |
|
|
+115.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.56 |
| 1M High / 1M Low: |
1.93 |
1.08 |
| 6M High / 6M Low: |
2.57 |
0.84 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.69 |
| Avg. volume 6M: |
|
3.39 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.09% |
| Volatility 6M: |
|
150.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
