Morgan Stanley Call 400 AMGN 20.12.2024
/ DE000ME85YX5
Morgan Stanley Call 400 AMGN 20.1.../ DE000ME85YX5 /
| 2024-05-31 10:58:57 AM |
Chg.-0.01 |
Bid11:00:37 AM |
Ask11:00:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-0.38% |
2.63
Bid Size: 75 |
-
Ask Size: - |
Amgen Inc |
400.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME85YX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
97.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-91.40 |
| Time value: |
2.85 |
| Break-even: |
372.14 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.10 |
| Spread %: |
3.64% |
| Delta: |
0.11 |
| Theta: |
-0.03 |
| Omega: |
11.09 |
| Rho: |
0.16 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.86% |
| 1 Month |
|
|
+45.81% |
| 3 Months |
|
|
+26.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.61 |
| 1M High / 1M Low: |
3.55 |
1.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
