Morgan Stanley Call 250 AMG 21.06.2024
/ DE000MD7CFR4
Morgan Stanley Call 250 AMG 21.06.../ DE000MD7CFR4 /
| 6/20/2024 3:32:35 PM |
Chg.-0.05 |
Bid7:59:40 PM |
Ask7:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.22EUR |
-0.95% |
5.55
Bid Size: 20,000 |
-
Ask Size: - |
AMGEN INC. DL-... |
250.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
MD7CFR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/24/2022 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
5.76 |
| Historic volatility: |
0.22 |
| Parity: |
3.47 |
| Time value: |
1.76 |
| Break-even: |
302.30 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.72 |
| Theta: |
-14.46 |
| Omega: |
3.92 |
| Rho: |
0.00 |
Quote data
| Open: |
5.29 |
| High: |
5.29 |
| Low: |
5.22 |
| Previous Close: |
5.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.97% |
| 1 Month |
|
|
-13.86% |
| 3 Months |
|
|
+90.51% |
| YTD |
|
|
+23.99% |
| 1 Year |
|
|
+317.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.28 |
4.52 |
| 1M High / 1M Low: |
6.08 |
4.43 |
| 6M High / 6M Low: |
7.25 |
2.00 |
| High (YTD): |
2/2/2024 |
7.25 |
| Low (YTD): |
4/18/2024 |
2.00 |
| 52W High: |
2/2/2024 |
7.25 |
| 52W Low: |
7/7/2023 |
0.83 |
| Avg. price 1W: |
|
4.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.46 |
| Avg. volume 1Y: |
|
44.14 |
| Volatility 1M: |
|
101.55% |
| Volatility 6M: |
|
200.81% |
| Volatility 1Y: |
|
178.93% |
| Volatility 3Y: |
|
- |
