Morgan Stanley Call 230 AMGN 20.09.2024
/ DE000ME1V5H9
Morgan Stanley Call 230 AMGN 20.0.../ DE000ME1V5H9 /
2024-05-23 8:43:21 AM |
Chg.-0.16 |
Bid1:29:54 PM |
Ask1:29:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
22.85EUR |
-0.70% |
22.83 Bid Size: 75 |
- Ask Size: - |
Amgen Inc |
230.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME1V5H |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
12.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
76.07 |
Intrinsic value: |
73.36 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
73.36 |
Time value: |
-50.25 |
Break-even: |
235.58 |
Moneyness: |
1.35 |
Premium: |
-0.18 |
Premium p.a.: |
-0.44 |
Spread abs.: |
0.10 |
Spread %: |
0.43% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
22.85 |
High: |
22.85 |
Low: |
22.85 |
Previous Close: |
23.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.26% |
1 Month |
|
|
+22.13% |
3 Months |
|
|
+11.85% |
YTD |
|
|
+25.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
23.01 |
22.74 |
1M High / 1M Low: |
23.01 |
17.96 |
6M High / 6M Low: |
23.01 |
15.76 |
High (YTD): |
2024-05-22 |
23.01 |
Low (YTD): |
2024-04-18 |
17.26 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
22.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
21.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
19.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.23% |
Volatility 6M: |
|
37.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |