Morgan Stanley Call 400 AMGN 20.12.2024
/ DE000ME85YX5
Morgan Stanley Call 400 AMGN 20.1.../ DE000ME85YX5 /
| 2024-06-11 8:59:02 PM |
Chg.-0.06 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
-2.26% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
400.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME85YX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
100.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-88.52 |
| Time value: |
2.82 |
| Break-even: |
374.45 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.10 |
| Spread %: |
3.68% |
| Delta: |
0.11 |
| Theta: |
-0.03 |
| Omega: |
11.46 |
| Rho: |
0.16 |
Quote data
| Open: |
2.68 |
| High: |
2.68 |
| Low: |
2.59 |
| Previous Close: |
2.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.38% |
| 1 Month |
|
|
-16.72% |
| 3 Months |
|
|
+32.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.99 |
2.59 |
| 1M High / 1M Low: |
3.55 |
2.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
