Morgan Stanley Call 320 AMG 17.01.2025
/ DE000MB0BQE8
Morgan Stanley Call 320 AMG 17.01.../ DE000MB0BQE8 /
5/31/2024 8:47:44 PM |
Chg.+0.06 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.27EUR |
+2.71% |
- Bid Size: - |
- Ask Size: - |
AMGEN INC. DL-... |
320.00 - |
1/17/2025 |
Call |
Master data
WKN: |
MB0BQE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 - |
Maturity: |
1/17/2025 |
Issue date: |
11/9/2022 |
Last trading day: |
1/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.22 |
Parity: |
-3.81 |
Time value: |
2.38 |
Break-even: |
343.80 |
Moneyness: |
0.88 |
Premium: |
0.22 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.03 |
Spread %: |
1.28% |
Delta: |
0.43 |
Theta: |
-0.09 |
Omega: |
5.12 |
Rho: |
0.62 |
Quote data
Open: |
2.14 |
High: |
2.27 |
Low: |
2.14 |
Previous Close: |
2.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.22% |
1 Month |
|
|
+94.02% |
3 Months |
|
|
+69.40% |
YTD |
|
|
+26.82% |
1 Year |
|
|
+298.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.44 |
1.91 |
1M High / 1M Low: |
3.01 |
1.17 |
6M High / 6M Low: |
3.40 |
0.89 |
High (YTD): |
2/5/2024 |
3.40 |
Low (YTD): |
4/18/2024 |
0.89 |
52W High: |
2/5/2024 |
3.40 |
52W Low: |
8/3/2023 |
0.38 |
Avg. price 1W: |
|
2.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.80 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.39 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
547.79% |
Volatility 6M: |
|
248.21% |
Volatility 1Y: |
|
205.81% |
Volatility 3Y: |
|
- |