Morgan Stanley Call 65 AMBA 20.12.2024
/ DE000ME9GF59
Morgan Stanley Call 65 AMBA 20.12.../ DE000ME9GF59 /
| 06/09/2024 12:17:55 |
Chg.-0.050 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-19.23% |
0.210
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
Ambarella Inc |
65.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9GF5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ambarella Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 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: |
16.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.55 |
| Parity: |
-0.93 |
| Time value: |
0.30 |
| Break-even: |
61.50 |
| Moneyness: |
0.84 |
| Premium: |
0.25 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.05 |
| Spread %: |
20.00% |
| Delta: |
0.35 |
| Theta: |
-0.03 |
| Omega: |
5.74 |
| Rho: |
0.04 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.32% |
| 1 Month |
|
|
+77.97% |
| 3 Months |
|
|
-65.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.260 |
| 1M High / 1M Low: |
0.470 |
0.111 |
| 6M High / 6M Low: |
0.900 |
0.111 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.52% |
| Volatility 6M: |
|
223.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
