Morgan Stanley Put 300 AMGN 21.06.2024
/ DE000ME6HFQ6
Morgan Stanley Put 300 AMGN 21.06.../ DE000ME6HFQ6 /
| 2024-05-06 8:47:45 PM |
Chg.- |
Bid8:18:00 AM |
Ask8:18:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
- |
0.870
Bid Size: 750 |
-
Ask Size: - |
Amgen Inc |
300.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
ME6HFQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
0.05 |
| Time value: |
0.87 |
| Break-even: |
269.33 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
2.22% |
| Delta: |
-0.47 |
| Theta: |
-0.09 |
| Omega: |
-14.17 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.510 |
| High: |
0.880 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.35% |
| 1 Month |
|
|
-71.34% |
| 3 Months |
|
|
-37.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
0.540 |
| 1M High / 1M Low: |
3.720 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.675 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.910 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
