Morgan Stanley Call 300 AMGN 20.09.2024
/ DE000ME1V5Q0
Morgan Stanley Call 300 AMGN 20.0.../ DE000ME1V5Q0 /
| 2024-05-23 8:43:23 AM |
Chg.-0.45 |
Bid2:08:41 PM |
Ask2:08:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.02EUR |
-3.34% |
13.08
Bid Size: 75 |
-
Ask Size: - |
Amgen Inc |
300.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1V5Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
22.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
21.29 |
| Intrinsic value: |
8.69 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.23 |
| Parity: |
8.69 |
| Time value: |
4.26 |
| Break-even: |
290.08 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
0.78% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
19.02 |
| Rho: |
0.77 |
Quote data
| Open: |
13.02 |
| High: |
13.02 |
| Low: |
13.02 |
| Previous Close: |
13.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.26% |
| 1 Month |
|
|
+116.64% |
| 3 Months |
|
|
+36.19% |
| YTD |
|
|
+50.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.09 |
13.47 |
| 1M High / 1M Low: |
14.68 |
5.28 |
| 6M High / 6M Low: |
15.36 |
4.81 |
| High (YTD): |
2024-02-02 |
15.36 |
| Low (YTD): |
2024-04-18 |
4.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
443.18% |
| Volatility 6M: |
|
207.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
