Morgan Stanley Put 250 AMGN 19.09.2025
/ DE000ME3LRB2
Morgan Stanley Put 250 AMGN 19.09.../ DE000ME3LRB2 /
| 2024-08-05 7:01:29 PM |
Chg.+0.13 |
Bid9:26:13 PM |
Ask9:26:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
+10.57% |
1.38
Bid Size: 1,500 |
1.46
Ask Size: 1,500 |
Amgen Inc |
250.00 USD |
2025-09-19 |
Put |
Master data
| WKN: |
ME3LRB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2025-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
-7.70 |
| Time value: |
1.27 |
| Break-even: |
216.43 |
| Moneyness: |
0.75 |
| Premium: |
0.29 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
3.25% |
| Delta: |
-0.16 |
| Theta: |
-0.03 |
| Omega: |
-3.79 |
| Rho: |
-0.68 |
Quote data
| Open: |
1.23 |
| High: |
1.36 |
| Low: |
1.23 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.40% |
| 1 Month |
|
|
+0.74% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
-33.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.17 |
| 1M High / 1M Low: |
1.37 |
1.07 |
| 6M High / 6M Low: |
2.69 |
1.07 |
| High (YTD): |
2024-04-18 |
2.69 |
| Low (YTD): |
2024-07-16 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.87% |
| Volatility 6M: |
|
83.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
