Morgan Stanley Call 300 AMG 20.12.2024
/ DE000ME55354
Morgan Stanley Call 300 AMG 20.12.../ DE000ME55354 /
| 16/07/2024 20:11:50 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
300.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME5535 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
17/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.65 |
| Intrinsic value: |
8.15 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.22 |
| Parity: |
8.15 |
| Time value: |
8.69 |
| Break-even: |
316.84 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.14 |
| Spread %: |
0.84% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
13.03 |
| Rho: |
0.79 |
Quote data
| Open: |
16.32 |
| High: |
16.88 |
| Low: |
16.13 |
| Previous Close: |
16.15 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.55% |
| 3 Months |
|
|
+121.23% |
| YTD |
|
|
+81.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
16.88 |
13.38 |
| 6M High / 6M Low: |
16.88 |
6.58 |
| High (YTD): |
16/07/2024 |
16.88 |
| Low (YTD): |
18/04/2024 |
6.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
14.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.21% |
| Volatility 6M: |
|
132.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
