Morgan Stanley Put 300 AMG 20.12.2024
/ DE000ME6H6Y5
Morgan Stanley Put 300 AMG 20.12..../ DE000ME6H6Y5 /
| 23/07/2024 20:37:11 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.12EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
300.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
ME6H6Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
24/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-42.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.22 |
| Parity: |
-7.33 |
| Time value: |
7.25 |
| Break-even: |
292.75 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.11% |
| Delta: |
-0.33 |
| Theta: |
-0.03 |
| Omega: |
-14.15 |
| Rho: |
-0.43 |
Quote data
| Open: |
6.90 |
| High: |
7.12 |
| Low: |
6.71 |
| Previous Close: |
7.53 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-28.94% |
| 3 Months |
|
|
-49.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.12 |
7.12 |
| 1M High / 1M Low: |
9.96 |
7.12 |
| 6M High / 6M Low: |
16.04 |
7.12 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.05% |
| Volatility 6M: |
|
101.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
