Morgan Stanley Call 60 AMBA 20.12.2024
/ DE000ME9GF42
Morgan Stanley Call 60 AMBA 20.12.../ DE000ME9GF42 /
| 2024-05-31 4:45:56 PM |
Chg.+0.300 |
Bid8:13:49 PM |
Ask8:13:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+63.83% |
0.770
Bid Size: 10,000 |
0.800
Ask Size: 10,000 |
Ambarella Inc |
60.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9GF4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ambarella Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.44 |
| Parity: |
-1.05 |
| Time value: |
0.47 |
| Break-even: |
60.09 |
| Moneyness: |
0.81 |
| Premium: |
0.34 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
3.97 |
| Rho: |
0.08 |
Quote data
| Open: |
0.730 |
| High: |
0.770 |
| Low: |
0.680 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.98% |
| 1 Month |
|
|
+102.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.470 |
| 1M High / 1M Low: |
0.520 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
