Morgan Stanley Call 270 AMG 21.06.2024
/ DE000MB7GQU8
Morgan Stanley Call 270 AMG 21.06.../ DE000MB7GQU8 /
| 2024-05-03 6:16:44 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.06EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
270.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7GQU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2024-05-06 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
13.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.10 |
| Intrinsic value: |
7.89 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.23 |
| Parity: |
7.89 |
| Time value: |
12.93 |
| Break-even: |
290.82 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.08 |
| Spread %: |
0.39% |
| Delta: |
0.61 |
| Theta: |
-0.39 |
| Omega: |
8.16 |
| Rho: |
0.09 |
Quote data
| Open: |
21.90 |
| High: |
21.90 |
| Low: |
21.06 |
| Previous Close: |
10.98 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+113.16% |
| 3 Months |
|
|
+74.63% |
| YTD |
|
|
+53.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
21.06 |
9.88 |
| 6M High / 6M Low: |
21.06 |
7.05 |
| High (YTD): |
2024-05-03 |
21.06 |
| Low (YTD): |
2024-04-18 |
7.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
13.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
736.41% |
| Volatility 6M: |
|
169.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
