Morgan Stanley Call 300 AMGN 20.09.2024
/ DE000ME1V5Q0
Morgan Stanley Call 300 AMGN 20.0.../ DE000ME1V5Q0 /
| 6/20/2024 8:43:39 AM |
Chg.+0.58 |
Bid10:16:07 AM |
Ask10:16:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.09EUR |
+5.04% |
11.78
Bid Size: 300 |
12.06
Ask Size: 300 |
Amgen Inc |
300.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME1V5Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
23.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.08 |
| Intrinsic value: |
5.57 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.22 |
| Parity: |
5.57 |
| Time value: |
6.70 |
| Break-even: |
291.42 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.87 |
| Spread %: |
7.63% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
15.74 |
| Rho: |
0.46 |
Quote data
| Open: |
12.09 |
| High: |
12.09 |
| Low: |
12.09 |
| Previous Close: |
11.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.07% |
| 1 Month |
|
|
-13.08% |
| 3 Months |
|
|
+98.52% |
| YTD |
|
|
+39.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.51 |
9.06 |
| 1M High / 1M Low: |
14.09 |
9.06 |
| 6M High / 6M Low: |
15.36 |
4.81 |
| High (YTD): |
2/2/2024 |
15.36 |
| Low (YTD): |
4/18/2024 |
4.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.40% |
| Volatility 6M: |
|
211.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
