Morgan Stanley Call 1.4 AMS 20.09.../  DE000ME9LGG1  /

Stuttgart
2024-05-31  11:50:50 AM Chg.-0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -
-
Ask Size: -
ams-OSRAM 1.40 CHF 2024-09-20 Call
 

Master data

WKN: ME9LGG
Issuer: Morgan Stanley
Currency: EUR
Underlying: ams-OSRAM
Type: Warrant
Option type: Call
Strike price: 1.40 CHF
Maturity: 2024-09-20
Issue date: 2024-03-05
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.92
Parity: 0.00
Time value: 0.33
Break-even: 1.76
Moneyness: 1.00
Premium: 0.23
Premium p.a.: 0.97
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.62
Theta: 0.00
Omega: 2.70
Rho: 0.00
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+47.37%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.330 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.264
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -