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Morgan Stanley Put 250 AMGN 17.01.../  DE000MB9LW24  /

Stuttgart
2024-12-23  2:03:06 PM Chg.+0.060 Bid4:58:19 PM Ask4:58:19 PM Underlying Strike price Expiration date Option type
0.250EUR +31.58% 0.230
Bid Size: 25,000		 0.310
Ask Size: 25,000		 Amgen Inc 250.00 USD 2025-01-17 Put
 

Master data

WKN: MB9LW2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 2025-01-17
Issue date: 2023-08-08
Last trading day: 2025-01-17
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: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month
  -34.21%
3 Months
  -24.24%
YTD
  -80.62%
1 Year
  -81.34%
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): 2024-04-15 1.830
Low (YTD): 2024-10-31 0.089
52W High: 2024-04-15 1.830
52W Low: 2024-10-31 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:   -