Morgan Stanley Call 480 AMGN 20.0.../  DE000ME6EUV2  /

Stuttgart
2024-06-21  3:12:22 PM Chg.+0.010 Bid4:04:44 PM Ask4:04:44 PM Underlying Strike price Expiration date Option type
0.440EUR +2.33% 0.430
Bid Size: 20,000
0.460
Ask Size: 20,000
Amgen Inc 480.00 USD 2025-06-20 Call
 

Master data

WKN: ME6EUV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 2025-06-20
Issue date: 2024-01-04
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.93
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -15.89
Time value: 0.46
Break-even: 452.95
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 6.98%
Delta: 0.12
Theta: -0.03
Omega: 7.58
Rho: 0.30
 

Quote data

Open: 0.430
High: 0.440
Low: 0.430
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month  
+10.00%
3 Months  
+46.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.280
1M High / 1M Low: 0.430 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.355
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -