Morgan Stanley Call 300 AMGN 20.12.2024
/ DE000ME55354
Morgan Stanley Call 300 AMGN 20.1.../ DE000ME55354 /
| - - |
Chg.- |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| -EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
300.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME5535 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
24.90 |
| Intrinsic value: |
5.38 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.22 |
| Parity: |
5.38 |
| Time value: |
7.44 |
| Break-even: |
289.39 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
0.79% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
17.78 |
| Rho: |
1.23 |
Quote data
| Open: |
- |
| High: |
- |
| Low: |
- |
| Previous Close: |
- |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.12% |
| 1 Month |
|
|
+84.03% |
| 3 Months |
|
|
+22.51% |
| YTD |
|
|
+37.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.71 |
12.79 |
| 1M High / 1M Low: |
14.08 |
6.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-02 |
15.09 |
| Low (YTD): |
2024-04-18 |
6.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
