Morgan Stanley Call 70 APH 20.09.2024
/ DE000ME9LZA4
Morgan Stanley Call 70 APH 20.09..../ DE000ME9LZA4 /
| 6/21/2024 2:15:45 PM |
Chg.-0.120 |
Bid4:00:20 PM |
Ask4:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-16.00% |
0.660
Bid Size: 25,000 |
0.670
Ask Size: 25,000 |
Amphenol Corp |
70.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME9LZA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amphenol Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/5/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
-0.29 |
| Time value: |
0.71 |
| Break-even: |
68.93 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
8.93 |
| Rho: |
0.07 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.35% |
| 1 Month |
|
|
+3.28% |
| 3 Months |
|
|
+309.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.680 |
| 1M High / 1M Low: |
0.880 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.603 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
