Morgan Stanley Put 250 AMGN 17.01.2025
/ DE000MB9LW24
Morgan Stanley Put 250 AMGN 17.01.../ DE000MB9LW24 /
23/12/2024 20:27:13 |
Chg.+0.020 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+10.53% |
- Bid Size: - |
- Ask Size: - |
Amgen Inc |
250.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
MB9LW2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
08/08/2023 |
Last trading day: |
17/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-87.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-1.28 |
Time value: |
0.29 |
Break-even: |
236.72 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
1.42 |
Spread abs.: |
0.08 |
Spread %: |
38.10% |
Delta: |
-0.24 |
Theta: |
-0.12 |
Omega: |
-20.57 |
Rho: |
-0.04 |
Quote data
Open: |
0.200 |
High: |
0.250 |
Low: |
0.200 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.70% |
1 Month |
|
|
-44.74% |
3 Months |
|
|
-36.36% |
YTD |
|
|
-83.72% |
1 Year |
|
|
-84.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.190 |
1M High / 1M Low: |
0.720 |
0.152 |
6M High / 6M Low: |
0.720 |
0.089 |
High (YTD): |
15/04/2024 |
1.830 |
Low (YTD): |
31/10/2024 |
0.089 |
52W High: |
15/04/2024 |
1.830 |
52W Low: |
31/10/2024 |
0.089 |
Avg. price 1W: |
|
0.256 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.403 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.749 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
586.01% |
Volatility 6M: |
|
483.80% |
Volatility 1Y: |
|
364.66% |
Volatility 3Y: |
|
- |