OverviewChartNewsTraderScreen

Morgan Stanley Call 420 AMGN 21.0.../  DE000ME22Q55  /

Stuttgart
11/15/2024  6:57:00 PM Chg.-0.087 Bid7:07:27 PM Ask7:07:27 PM Underlying Strike price Expiration date Option type
0.103EUR -45.79% 0.112
Bid Size: 20,000		 0.219
Ask Size: 20,000		 Amgen Inc 420.00 USD 3/21/2025 Call
 

Master data

WKN: ME22Q5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 3/21/2025
Issue date: 10/13/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 122.73
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -11.78
Time value: 0.23
Break-even: 401.16
Moneyness: 0.70
Premium: 0.43
Premium p.a.: 1.80
Spread abs.: 0.03
Spread %: 16.24%
Delta: 0.09
Theta: -0.04
Omega: 10.44
Rho: 0.07
 

Quote data

Open: 0.140
High: 0.146
Low: 0.103
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.22%
1 Month
  -69.71%
3 Months
  -83.91%
YTD
  -76.59%
1 Year
  -75.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.217
1M High / 1M Low: 0.340 0.079
6M High / 6M Low: 1.030 0.079
High (YTD): 7/25/2024 1.030
Low (YTD): 10/31/2024 0.079
52W High: 7/25/2024 1.030
52W Low: 10/31/2024 0.079
Avg. price 1W:   0.221
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.520
Avg. volume 6M:   0.000
Avg. price 1Y:   0.462
Avg. volume 1Y:   0.000
Volatility 1M:   762.25%
Volatility 6M:   329.48%
Volatility 1Y:   300.30%
Volatility 3Y:   -