Morgan Stanley Call 130 APH 20.09.../  DE000ME9LZ82  /

Stuttgart
2024-05-03  6:56:25 PM Chg.+0.050 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.450EUR +12.50% -
Bid Size: -
-
Ask Size: -
Amphenol Corp 130.00 USD 2024-09-20 Call
 

Master data

WKN: ME9LZ8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amphenol Corp
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-05
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.74
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -0.68
Time value: 0.48
Break-even: 125.60
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.42
Theta: -0.03
Omega: 9.89
Rho: 0.16
 

Quote data

Open: 0.390
High: 0.450
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+36.36%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.400
1M High / 1M Low: 0.480 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -