Morgan Stanley Call 400 AMGN 20.09.2024
/ DE000ME85YW7
Morgan Stanley Call 400 AMGN 20.0.../ DE000ME85YW7 /
| 2024-05-17 5:46:06 PM |
Chg.-0.09 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-6.08% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
400.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME85YW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
191.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-80.53 |
| Time value: |
1.50 |
| Break-even: |
369.53 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.10 |
| Spread %: |
7.14% |
| Delta: |
0.08 |
| Theta: |
-0.03 |
| Omega: |
15.03 |
| Rho: |
0.07 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.39 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.46% |
| 1 Month |
|
|
+5.30% |
| 3 Months |
|
|
-9.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.37 |
| 1M High / 1M Low: |
1.57 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
