Morgan Stanley Call 120 ALB 20.09.2024
/ DE000ME1V4R1
Morgan Stanley Call 120 ALB 20.09.../ DE000ME1V4R1 /
| 2024-06-03 2:44:25 PM |
Chg.+0.21 |
Bid2:47:02 PM |
Ask2:47:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
+4.79% |
4.61
Bid Size: 200 |
4.82
Ask Size: 200 |
Albemarle Corporatio... |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1V4R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
24.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.26 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.47 |
| Parity: |
2.39 |
| Time value: |
2.25 |
| Break-even: |
115.21 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.21 |
| Spread %: |
4.74% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
17.87 |
| Rho: |
0.23 |
Quote data
| Open: |
4.28 |
| High: |
4.59 |
| Low: |
4.28 |
| Previous Close: |
4.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.71% |
| 1 Month |
|
|
-10.53% |
| 3 Months |
|
|
-22.20% |
| YTD |
|
|
-20.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.04 |
4.38 |
| 1M High / 1M Low: |
5.93 |
4.38 |
| 6M High / 6M Low: |
5.93 |
3.45 |
| High (YTD): |
2024-05-14 |
5.93 |
| Low (YTD): |
2024-02-05 |
3.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.66 |
| Avg. volume 6M: |
|
.56 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.33% |
| Volatility 6M: |
|
110.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
