Morgan Stanley Put 250 AMGN 19.09.2025
/ DE000ME3LRB2
Morgan Stanley Put 250 AMGN 19.09.../ DE000ME3LRB2 /
| 11/09/2024 13:53:35 |
Chg.-0.06 |
Bid16:42:06 |
Ask16:42:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-5.61% |
1.12
Bid Size: 7,500 |
1.16
Ask Size: 7,500 |
Amgen Inc |
250.00 USD |
19/09/2025 |
Put |
Master data
| WKN: |
ME3LRB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
19/09/2025 |
| Issue date: |
14/11/2023 |
| Last trading day: |
19/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
-7.16 |
| Time value: |
1.06 |
| Break-even: |
216.26 |
| Moneyness: |
0.76 |
| Premium: |
0.28 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
3.92% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-4.32 |
| Rho: |
-0.58 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.01 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.61% |
| 1 Month |
|
|
-25.19% |
| 3 Months |
|
|
-34.42% |
| YTD |
|
|
-50.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.05 |
| 1M High / 1M Low: |
1.38 |
0.99 |
| 6M High / 6M Low: |
2.69 |
0.99 |
| High (YTD): |
18/04/2024 |
2.69 |
| Low (YTD): |
02/09/2024 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.84% |
| Volatility 6M: |
|
89.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
