Morgan Stanley Call 120 APH 20.12.2024
/ DE000ME9LZ66
Morgan Stanley Call 120 APH 20.12.../ DE000ME9LZ66 /
| 07/06/2024 20:54:46 |
Chg.+0.01 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+0.57% |
-
Bid Size: - |
-
Ask Size: - |
Amphenol Corp |
120.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9LZ6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amphenol Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
0.99 |
| Time value: |
0.76 |
| Break-even: |
128.60 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
4.95 |
| Rho: |
0.37 |
Quote data
| Open: |
1.78 |
| High: |
1.79 |
| Low: |
1.76 |
| Previous Close: |
1.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+16.56% |
| 3 Months |
|
|
+155.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.67 |
| 1M High / 1M Low: |
2.34 |
1.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
20.18 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
