Morgan Stanley Call 460 AMGN 17.01.2025
/ DE000ME6QP82
Morgan Stanley Call 460 AMGN 17.0.../ DE000ME6QP82 /
6/21/2024 3:13:47 PM |
Chg.+0.010 |
Bid3:38:37 PM |
Ask3:38:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+3.45% |
0.300 Bid Size: 20,000 |
0.330 Ask Size: 20,000 |
Amgen Inc |
460.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
ME6QP8 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/10/2024 |
Last trading day: |
1/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
90.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
-14.02 |
Time value: |
0.32 |
Break-even: |
432.87 |
Moneyness: |
0.67 |
Premium: |
0.50 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.03 |
Spread %: |
10.34% |
Delta: |
0.10 |
Theta: |
-0.03 |
Omega: |
8.93 |
Rho: |
0.15 |
Quote data
Open: |
0.290 |
High: |
0.300 |
Low: |
0.290 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+53.85% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
+73.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.180 |
1M High / 1M Low: |
0.290 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.219 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |