Morgan Stanley Call 120 APH 20.12.../  DE000ME9LZ66  /

Stuttgart
2024-05-17  8:28:01 PM Chg.-0.01 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.83EUR -0.54% -
Bid Size: -
-
Ask Size: -
Amphenol Corp 120.00 USD 2024-12-20 Call
 

Master data

WKN: ME9LZ6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amphenol Corp
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.53
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.10
Implied volatility: 0.30
Historic volatility: 0.16
Parity: 1.10
Time value: 0.76
Break-even: 129.01
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.54%
Delta: 0.73
Theta: -0.03
Omega: 4.78
Rho: 0.42
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.06%
1 Month  
+185.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.50
1M High / 1M Low: 1.84 0.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -