Morgan Stanley Call 60 AMBA 20.12.2024
/ DE000ME9GF42
Morgan Stanley Call 60 AMBA 20.12.../ DE000ME9GF42 /
| 2024-05-31 9:47:45 PM |
Chg.+0.370 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+78.72% |
-
Bid Size: - |
-
Ask Size: - |
Ambarella Inc |
60.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9GF4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ambarella Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.48 |
| Parity: |
-0.19 |
| Time value: |
0.85 |
| Break-even: |
63.81 |
| Moneyness: |
0.97 |
| Premium: |
0.19 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
3.58 |
| Rho: |
0.12 |
Quote data
| Open: |
0.730 |
| High: |
0.840 |
| Low: |
0.680 |
| Previous Close: |
0.470 |
| Turnover: |
1,680 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.71% |
| 1 Month |
|
|
+110.00% |
| 3 Months |
|
|
-15.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.470 |
| 1M High / 1M Low: |
0.840 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
400 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
90.909 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
