Morgan Stanley Call 340 AMG 20.09.2024
/ DE000MB0BQG3
Morgan Stanley Call 340 AMG 20.09.../ DE000MB0BQG3 /
27/05/2024 09:59:12 |
Chg.-0.090 |
Bid11:11:34 |
Ask11:11:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-17.65% |
0.420 Bid Size: 750 |
- Ask Size: - |
AMGEN INC. DL-... |
340.00 - |
20/09/2024 |
Call |
Master data
WKN: |
MB0BQG |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 - |
Maturity: |
20/09/2024 |
Issue date: |
09/11/2022 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
53.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
-5.80 |
Time value: |
0.53 |
Break-even: |
345.30 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.03 |
Spread %: |
6.00% |
Delta: |
0.20 |
Theta: |
-0.07 |
Omega: |
10.53 |
Rho: |
0.16 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.36% |
1 Month |
|
|
+75.00% |
3 Months |
|
|
+13.51% |
YTD |
|
|
-42.47% |
1 Year |
|
|
+31.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.510 |
1M High / 1M Low: |
1.030 |
0.270 |
6M High / 6M Low: |
1.710 |
0.231 |
High (YTD): |
05/02/2024 |
1.710 |
Low (YTD): |
25/04/2024 |
0.231 |
52W High: |
05/02/2024 |
1.710 |
52W Low: |
03/08/2023 |
0.149 |
Avg. price 1W: |
|
0.604 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.605 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.632 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.529 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
981.35% |
Volatility 6M: |
|
408.08% |
Volatility 1Y: |
|
315.16% |
Volatility 3Y: |
|
- |