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

Stuttgart
2024-05-31  8:57:47 PM Chg.+0.122 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.300EUR +68.54% -
Bid Size: -
-
Ask Size: -
Ambarella Inc 65.00 USD 2024-09-20 Call
 

Master data

WKN: ME9GF6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ambarella Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-01
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.71
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.48
Parity: -0.65
Time value: 0.42
Break-even: 64.12
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.82
Spread abs.: 0.10
Spread %: 31.25%
Delta: 0.42
Theta: -0.03
Omega: 5.37
Rho: 0.06
 

Quote data

Open: 0.280
High: 0.300
Low: 0.249
Previous Close: 0.178
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+104.08%
3 Months
  -48.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.178
1M High / 1M Low: 0.300 0.114
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -