Morgan Stanley Call 1.5 AMS 20.09.../  DE000ME9LGH9  /

Stuttgart
2024-06-20  2:09:47 PM Chg.+0.003 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.179EUR +1.70% -
Bid Size: -
-
Ask Size: -
ams-OSRAM 1.50 CHF 2024-09-20 Call
 

Master data

WKN: ME9LGH
Issuer: Morgan Stanley
Currency: EUR
Underlying: ams-OSRAM
Type: Warrant
Option type: Call
Strike price: 1.50 CHF
Maturity: 2024-09-20
Issue date: 2024-03-05
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.10
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.94
Historic volatility: 0.92
Parity: -0.19
Time value: 0.20
Break-even: 1.77
Moneyness: 0.88
Premium: 0.28
Premium p.a.: 1.67
Spread abs.: 0.02
Spread %: 8.94%
Delta: 0.49
Theta: 0.00
Omega: 3.49
Rho: 0.00
 

Quote data

Open: 0.179
High: 0.179
Low: 0.179
Previous Close: 0.176
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.95%
1 Month
  -33.70%
3 Months  
+30.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.201 0.172
1M High / 1M Low: 0.290 0.172
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -