Morgan Stanley Call 85 ALB 20.09.2024
/ DE000ME9YU25
Morgan Stanley Call 85 ALB 20.09..../ DE000ME9YU25 /
| 10/07/2024 15:12:51 |
Chg.-0.020 |
Bid19:51:29 |
Ask19:51:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-2.56% |
0.950
Bid Size: 100,000 |
0.970
Ask Size: 100,000 |
Albemarle Corporatio... |
85.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME9YU2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.48 |
| Parity: |
0.51 |
| Time value: |
0.27 |
| Break-even: |
86.40 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
7.69 |
| Rho: |
0.10 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.97% |
| 1 Month |
|
|
-46.85% |
| 3 Months |
|
|
-46.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.780 |
| 1M High / 1M Low: |
1.430 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
