Morgan Stanley Put 300 AMGN 20.12.2024
/ DE000ME6H6Y5
Morgan Stanley Put 300 AMGN 20.12.../ DE000ME6H6Y5 /
7/5/2024 8:36:35 PM |
Chg.0.00 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.89EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Amgen Inc |
300.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
ME6H6Y |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/5/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-28.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.22 |
Parity: |
-10.04 |
Time value: |
9.98 |
Break-even: |
266.79 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.10 |
Spread %: |
1.01% |
Delta: |
-0.33 |
Theta: |
-0.04 |
Omega: |
-9.58 |
Rho: |
-0.48 |
Quote data
Open: |
10.05 |
High: |
10.05 |
Low: |
9.89 |
Previous Close: |
9.89 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.30% |
1 Month |
|
|
+2.38% |
3 Months |
|
|
-32.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.96 |
9.72 |
1M High / 1M Low: |
10.65 |
8.68 |
6M High / 6M Low: |
16.04 |
7.86 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
11.23 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.45% |
Volatility 6M: |
|
99.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |