Morgan Stanley Call 460 AMGN 21.0.../  DE000ME6QP74  /

Stuttgart
2024-06-07  9:35:09 AM Chg.-0.020 Bid10:49:02 AM Ask10:49:02 AM Underlying Strike price Expiration date Option type
0.280EUR -6.67% 0.280
Bid Size: 750
-
Ask Size: -
Amgen Inc 460.00 USD 2025-03-21 Call
 

Master data

WKN: ME6QP7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 460.00 USD
Maturity: 2025-03-21
Issue date: 2024-01-10
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 85.05
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -14.17
Time value: 0.33
Break-even: 425.64
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 0.70
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.10
Theta: -0.03
Omega: 8.67
Rho: 0.20
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -3.45%
3 Months  
+85.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.300
1M High / 1M Low: 0.390 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -