Morgan Stanley Call 420 AMGN 20.12.2024
/ DE000ME22Q48
Morgan Stanley Call 420 AMGN 20.1.../ DE000ME22Q48 /
| 2024-06-24 5:53:01 PM |
Chg.+0.030 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
0.390
Bid Size: 20,000 |
0.420
Ask Size: 20,000 |
Amgen Inc |
420.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME22Q4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-10.46 |
| Time value: |
0.38 |
| Break-even: |
396.77 |
| Moneyness: |
0.73 |
| Premium: |
0.38 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.13 |
| Theta: |
-0.04 |
| Omega: |
9.56 |
| Rho: |
0.16 |
Quote data
| Open: |
0.330 |
| High: |
0.390 |
| Low: |
0.330 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.00% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+84.83% |
| YTD |
|
|
+34.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.250 |
| 1M High / 1M Low: |
0.360 |
0.230 |
| 6M High / 6M Low: |
0.580 |
0.146 |
| High (YTD): |
2024-02-05 |
0.580 |
| Low (YTD): |
2024-03-07 |
0.146 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.43% |
| Volatility 6M: |
|
274.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
