Morgan Stanley Call 160 APH 20.12.../  DE000ME9LZC0  /

Stuttgart
2024-05-03  6:56:25 PM Chg.+0.003 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.119EUR +2.59% -
Bid Size: -
-
Ask Size: -
Amphenol Corp 160.00 USD 2024-12-20 Call
 

Master data

WKN: ME9LZC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amphenol Corp
Type: Warrant
Option type: Call
Strike price: 160.00 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: 86.33
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -3.47
Time value: 0.13
Break-even: 150.00
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 7.32%
Delta: 0.13
Theta: -0.01
Omega: 11.09
Rho: 0.08
 

Quote data

Open: 0.102
High: 0.119
Low: 0.102
Previous Close: 0.116
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.49%
1 Month
  -2.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.153 0.116
1M High / 1M Low: 0.153 0.068
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -