Morgan Stanley Call 95 ALB 20.12.2024
/ DE000MG6E8M4
Morgan Stanley Call 95 ALB 20.12..../ DE000MG6E8M4 /
| 08/11/2024 17:20:56 |
Chg.+0.240 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+44.44% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
95.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG6E8M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/06/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.53 |
| Parity: |
0.54 |
| Time value: |
0.43 |
| Break-even: |
98.34 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
2.11% |
| Delta: |
0.67 |
| Theta: |
-0.08 |
| Omega: |
6.52 |
| Rho: |
0.06 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.780 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.77% |
| 1 Month |
|
|
-43.07% |
| 3 Months |
|
|
+27.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.540 |
| 1M High / 1M Low: |
1.370 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
