Morgan Stanley Call 65 AMBA 20.12.../  DE000ME9GF59  /

Stuttgart
7/30/2024  6:39:50 PM Chg.-0.080 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.300EUR -21.05% -
Bid Size: -
-
Ask Size: -
Ambarella Inc 65.00 USD 12/20/2024 Call
 

Master data

WKN: ME9GF5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ambarella Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 12/20/2024
Issue date: 3/1/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.90
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.48
Parity: -1.13
Time value: 0.41
Break-even: 64.18
Moneyness: 0.81
Premium: 0.32
Premium p.a.: 1.02
Spread abs.: 0.06
Spread %: 17.14%
Delta: 0.38
Theta: -0.03
Omega: 4.52
Rho: 0.06
 

Quote data

Open: 0.360
High: 0.360
Low: 0.300
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.43%
1 Month
  -23.08%
3 Months  
+7.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.380
1M High / 1M Low: 0.900 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -