Morgan Stanley Call 400 AMG 20.12.2024
/ DE000MB0BQN9
Morgan Stanley Call 400 AMG 20.12.../ DE000MB0BQN9 /
30/05/2024 20:59:36 |
Chg.+0.050 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+13.89% |
- Bid Size: - |
- Ask Size: - |
AMGEN INC. DL-... |
400.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB0BQN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 - |
Maturity: |
20/12/2024 |
Issue date: |
09/11/2022 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
72.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
-12.56 |
Time value: |
0.38 |
Break-even: |
403.80 |
Moneyness: |
0.69 |
Premium: |
0.47 |
Premium p.a.: |
1.00 |
Spread abs.: |
0.03 |
Spread %: |
8.57% |
Delta: |
0.12 |
Theta: |
-0.04 |
Omega: |
8.47 |
Rho: |
0.16 |
Quote data
Open: |
0.340 |
High: |
0.410 |
Low: |
0.340 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.77% |
1 Month |
|
|
+98.07% |
3 Months |
|
|
+94.31% |
YTD |
|
|
+7.89% |
1 Year |
|
|
+2.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.360 |
1M High / 1M Low: |
0.610 |
0.207 |
6M High / 6M Low: |
0.810 |
0.187 |
High (YTD): |
05/02/2024 |
0.810 |
Low (YTD): |
25/04/2024 |
0.187 |
52W High: |
05/02/2024 |
0.810 |
52W Low: |
02/08/2023 |
0.143 |
Avg. price 1W: |
|
0.434 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.453 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.366 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.342 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
679.14% |
Volatility 6M: |
|
301.07% |
Volatility 1Y: |
|
230.77% |
Volatility 3Y: |
|
- |