Morgan Stanley Call 480 AMGN 19.1.../  DE000ME86177  /

Stuttgart
5/17/2024  11:05:08 AM Chg.-0.010 Bid11:54:17 AM Ask11:54:17 AM Underlying Strike price Expiration date Option type
0.860EUR -1.15% 0.850
Bid Size: 750
-
Ask Size: -
Amgen Inc 480.00 USD 12/19/2025 Call
 

Master data

WKN: ME8617
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 12/19/2025
Issue date: 2/5/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.54
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -15.21
Time value: 0.89
Break-even: 450.57
Moneyness: 0.66
Premium: 0.56
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 3.49%
Delta: 0.19
Theta: -0.03
Omega: 6.16
Rho: 0.73
 

Quote data

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

Performance

1 Week  
+3.61%
1 Month  
+53.57%
3 Months  
+56.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.800
1M High / 1M Low: 0.900 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.842
Avg. volume 1W:   0.000
Avg. price 1M:   0.657
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -