Morgan Stanley Call 65 AMBA 20.09.../  DE000ME9GF67  /

Stuttgart
7/30/2024  6:39:50 PM Chg.-0.049 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.118EUR -29.34% -
Bid Size: -
-
Ask Size: -
Ambarella Inc 65.00 USD 9/20/2024 Call
 

Master data

WKN: ME9GF6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ambarella Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 9/20/2024
Issue date: 3/1/2024
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.91
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.48
Parity: -1.13
Time value: 0.20
Break-even: 62.12
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 4.46
Spread abs.: 0.05
Spread %: 36.00%
Delta: 0.28
Theta: -0.05
Omega: 6.64
Rho: 0.02
 

Quote data

Open: 0.149
High: 0.149
Low: 0.118
Previous Close: 0.167
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.94%
1 Month
  -15.71%
3 Months
  -13.87%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.167
1M High / 1M Low: 0.610 0.142
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   420.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -