Morgan Stanley Call 55 AMBA 20.12.2024
/ DE000ME9GF18
Morgan Stanley Call 55 AMBA 20.12.../ DE000ME9GF18 /
| 2024-06-03 6:38:04 PM |
Chg.-0.100 |
Bid7:50:38 PM |
Ask7:50:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-10.10% |
0.890
Bid Size: 10,000 |
0.930
Ask Size: 10,000 |
Ambarella Inc |
55.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9GF1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ambarella Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.48 |
| Parity: |
0.27 |
| Time value: |
0.80 |
| Break-even: |
61.38 |
| Moneyness: |
1.05 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
2.88% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.24 |
| Rho: |
0.13 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
0.890 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.92% |
| 1 Month |
|
|
+56.14% |
| 3 Months |
|
|
-26.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.610 |
| 1M High / 1M Low: |
0.990 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
