Morgan Stanley Call 260 AMGN 20.09.2024
/ DE000ME1V5L1
Morgan Stanley Call 260 AMGN 20.0.../ DE000ME1V5L1 /
05/07/2024 18:47:24 |
Chg.+0.32 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
21.90EUR |
+1.48% |
- Bid Size: - |
- Ask Size: - |
Amgen Inc |
260.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
ME1V5L |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
13.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
49.10 |
Intrinsic value: |
46.94 |
Implied volatility: |
- |
Historic volatility: |
0.22 |
Parity: |
46.94 |
Time value: |
-24.98 |
Break-even: |
261.82 |
Moneyness: |
1.20 |
Premium: |
-0.09 |
Premium p.a.: |
-0.35 |
Spread abs.: |
0.10 |
Spread %: |
0.46% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
21.61 |
High: |
21.90 |
Low: |
21.50 |
Previous Close: |
21.58 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.58% |
1 Month |
|
|
+6.88% |
3 Months |
|
|
+66.92% |
YTD |
|
|
+48.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
22.15 |
21.58 |
1M High / 1M Low: |
23.15 |
19.52 |
6M High / 6M Low: |
23.15 |
11.63 |
High (YTD): |
25/06/2024 |
23.15 |
Low (YTD): |
18/04/2024 |
11.63 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
21.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
21.40 |
Avg. volume 1M: |
|
12.95 |
Avg. price 6M: |
|
17.26 |
Avg. volume 6M: |
|
2.14 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
34.32% |
Volatility 6M: |
|
80.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |