Morgan Stanley Put 300 AMGN 17.01.../  DE000ME6EQE6  /

Stuttgart
7/31/2024  9:27:57 AM Chg.+0.04 Bid10:15:36 AM Ask10:15:36 AM Underlying Strike price Expiration date Option type
1.49EUR +2.76% 1.40
Bid Size: 2,000
1.48
Ask Size: 2,000
Amgen Inc 300.00 USD 1/17/2025 Put
 

Master data

WKN: ME6EQE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Put
Strike price: 300.00 USD
Maturity: 1/17/2025
Issue date: 1/4/2024
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.27
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.22
Parity: -3.08
Time value: 1.52
Break-even: 262.18
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.35
Spread abs.: 0.04
Spread %: 2.70%
Delta: -0.27
Theta: -0.07
Omega: -5.53
Rho: -0.46
 

Quote data

Open: 1.49
High: 1.49
Low: 1.49
Previous Close: 1.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.56%
1 Month
  -18.13%
3 Months
  -59.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.46 1.36
1M High / 1M Low: 1.95 1.21
6M High / 6M Low: 4.43 1.21
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   2.63
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.83%
Volatility 6M:   148.61%
Volatility 1Y:   -
Volatility 3Y:   -