Morgan Stanley Call 300 AMGN 20.12.2024
/ DE000ME55354
Morgan Stanley Call 300 AMGN 20.1.../ DE000ME55354 /
| 24/06/2024 08:18:11 |
Chg.-0.93 |
Bid09:16:55 |
Ask09:16:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.90EUR |
-6.72% |
13.54
Bid Size: 300 |
13.65
Ask Size: 300 |
Amgen Inc |
300.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME5535 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
24.82 |
| Intrinsic value: |
7.63 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.23 |
| Parity: |
7.63 |
| Time value: |
6.05 |
| Break-even: |
294.26 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
0.74% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
17.78 |
| Rho: |
1.14 |
Quote data
| Open: |
12.90 |
| High: |
12.90 |
| Low: |
12.90 |
| Previous Close: |
13.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.52% |
| 1 Month |
|
|
+0.86% |
| 3 Months |
|
|
+53.94% |
| YTD |
|
|
+38.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.83 |
12.11 |
| 1M High / 1M Low: |
13.83 |
11.03 |
| 6M High / 6M Low: |
15.09 |
6.58 |
| High (YTD): |
02/02/2024 |
15.09 |
| Low (YTD): |
18/04/2024 |
6.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.22% |
| Volatility 6M: |
|
131.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
