Morgan Stanley Put 150 ALB 20.09.2024
/ DE000ME18FP1
Morgan Stanley Put 150 ALB 20.09..../ DE000ME18FP1 /
| 7/4/2024 9:09:21 PM |
Chg.0.00 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
150.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
ME18FP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.63 |
| Intrinsic value: |
4.63 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.48 |
| Parity: |
4.63 |
| Time value: |
0.06 |
| Break-even: |
92.10 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.86% |
| Delta: |
-0.87 |
| Theta: |
-0.03 |
| Omega: |
-1.71 |
| Rho: |
-0.27 |
Quote data
| Open: |
4.64 |
| High: |
4.64 |
| Low: |
4.59 |
| Previous Close: |
4.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.65% |
| 1 Month |
|
|
+47.59% |
| 3 Months |
|
|
+44.34% |
| YTD |
|
|
+112.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.19 |
4.59 |
| 1M High / 1M Low: |
5.34 |
3.05 |
| 6M High / 6M Low: |
5.34 |
2.08 |
| High (YTD): |
6/25/2024 |
5.34 |
| Low (YTD): |
5/14/2024 |
2.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.05% |
| Volatility 6M: |
|
128.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
