Morgan Stanley Call 460 AMGN 16.0.../  DE000ME6QPC6  /

Stuttgart
2024-06-11  8:21:08 PM Chg.-0.040 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
0.830EUR -4.60% -
Bid Size: -
-
Ask Size: -
Amgen Inc 460.00 USD 2026-01-16 Call
 

Master data

WKN: ME6QPC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 460.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-10
Last trading day: 2026-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.77
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -14.43
Time value: 0.92
Break-even: 436.57
Moneyness: 0.66
Premium: 0.54
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 3.37%
Delta: 0.20
Theta: -0.03
Omega: 6.08
Rho: 0.75
 

Quote data

Open: 0.860
High: 0.860
Low: 0.830
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.63%
1 Month
  -17.00%
3 Months  
+31.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.870
1M High / 1M Low: 1.110 0.870
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   0.965
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -