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

Stuttgart
2024-05-24  6:57:02 PM Chg.+0.050 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.390EUR +14.71% -
Bid Size: -
-
Ask Size: -
Ambarella Inc 65.00 USD 2024-12-20 Call
 

Master data

WKN: ME9GF5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ambarella Inc
Type: Warrant
Option type: Call
Strike price: 65.00 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: 10.72
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.48
Parity: -1.49
Time value: 0.42
Break-even: 64.12
Moneyness: 0.75
Premium: 0.42
Premium p.a.: 0.85
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.37
Theta: -0.02
Omega: 3.96
Rho: 0.07
 

Quote data

Open: 0.360
High: 0.390
Low: 0.360
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.71%
1 Month  
+92.12%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.340
1M High / 1M Low: 0.400 0.203
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -