Morgan Stanley Put 100 ALB 20.12.2024
/ DE000ME2M3B7
Morgan Stanley Put 100 ALB 20.12..../ DE000ME2M3B7 /
| 24/07/2024 21:00:50 |
Chg.+0.04 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+2.48% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
100.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
ME2M3B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.48 |
| Parity: |
0.79 |
| Time value: |
0.84 |
| Break-even: |
75.87 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
1.24% |
| Delta: |
-0.51 |
| Theta: |
-0.04 |
| Omega: |
-2.62 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.56 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+8.55% |
| 3 Months |
|
|
+58.65% |
| YTD |
|
|
+122.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.52 |
| 1M High / 1M Low: |
1.65 |
1.20 |
| 6M High / 6M Low: |
1.65 |
0.47 |
| High (YTD): |
24/07/2024 |
1.65 |
| Low (YTD): |
14/05/2024 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.88% |
| Volatility 6M: |
|
172.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
