Morgan Stanley Call 410 AMGN 21.03.2025
/ DE000ME86102
Morgan Stanley Call 410 AMGN 21.0.../ DE000ME86102 /
2024-05-31 10:59:00 AM |
Chg.+0.030 |
Bid3:49:08 PM |
Ask3:49:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+5.88% |
0.550 Bid Size: 20,000 |
0.580 Ask Size: 20,000 |
Amgen Inc |
410.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
ME8610 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
410.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-05 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
-10.06 |
Time value: |
0.58 |
Break-even: |
384.33 |
Moneyness: |
0.73 |
Premium: |
0.38 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.03 |
Spread %: |
5.45% |
Delta: |
0.17 |
Theta: |
-0.04 |
Omega: |
8.14 |
Rho: |
0.33 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
+92.86% |
3 Months |
|
|
+92.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.510 |
1M High / 1M Low: |
0.820 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.612 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
538.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |