Morgan Stanley Call 400 AMGN 20.06.2025
/ DE000ME1AJ75
Morgan Stanley Call 400 AMGN 20.0.../ DE000ME1AJ75 /
| 2024-05-31 12:09:51 PM |
Chg.+0.080 |
Bid3:48:37 PM |
Ask3:48:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+9.52% |
0.880
Bid Size: 20,000 |
0.910
Ask Size: 20,000 |
Amgen Inc |
400.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
ME1AJ7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-9.14 |
| Time value: |
0.93 |
| Break-even: |
378.59 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
3.33% |
| Delta: |
0.23 |
| Theta: |
-0.04 |
| Omega: |
6.95 |
| Rho: |
0.58 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.80% |
| 1 Month |
|
|
+95.74% |
| 3 Months |
|
|
+84.00% |
| YTD |
|
|
+19.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.830 |
| 1M High / 1M Low: |
1.240 |
0.470 |
| 6M High / 6M Low: |
1.420 |
0.430 |
| High (YTD): |
2024-02-05 |
1.420 |
| Low (YTD): |
2024-03-07 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.997 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.766 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
529.62% |
| Volatility 6M: |
|
241.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
