Morgan Stanley Call 300 AMGN 21.06.2024
/ DE000MB9KBT0
Morgan Stanley Call 300 AMGN 21.0.../ DE000MB9KBT0 /
| 2024-05-31 2:30:58 PM |
Chg.- |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.98EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
300.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB9KBT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-06-03 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
30.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.98 |
| Intrinsic value: |
5.39 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
5.39 |
| Time value: |
3.71 |
| Break-even: |
285.53 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.10 |
| Spread %: |
1.11% |
| Delta: |
0.67 |
| Theta: |
-0.16 |
| Omega: |
20.76 |
| Rho: |
0.09 |
Quote data
| Open: |
6.65 |
| High: |
6.98 |
| Low: |
6.65 |
| Previous Close: |
5.55 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.86% |
| 1 Month |
|
|
-46.23% |
| 3 Months |
|
|
+71.50% |
| YTD |
|
|
-7.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.19 |
5.20 |
| 1M High / 1M Low: |
14.32 |
5.20 |
| 6M High / 6M Low: |
15.51 |
2.12 |
| High (YTD): |
2024-02-02 |
15.51 |
| Low (YTD): |
2024-04-18 |
2.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.30% |
| Volatility 6M: |
|
475.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
