Morgan Stanley Put 100 ALB 20.12.2024
/ DE000ME6XMZ0
Morgan Stanley Put 100 ALB 20.12..../ DE000ME6XMZ0 /
| 2024-06-03 12:19:49 PM |
Chg.-0.23 |
Bid5:38:01 PM |
Ask5:38:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
-7.82% |
2.81
Bid Size: 3,750 |
3.05
Ask Size: 3,750 |
Albemarle Corporatio... |
100.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME6XMZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-37.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.47 |
| Parity: |
-20.82 |
| Time value: |
3.03 |
| Break-even: |
89.11 |
| Moneyness: |
0.82 |
| Premium: |
0.21 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.22 |
| Spread %: |
7.83% |
| Delta: |
-0.17 |
| Theta: |
-0.02 |
| Omega: |
-6.18 |
| Rho: |
-0.12 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
2.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.52% |
| 1 Month |
|
|
-0.37% |
| 3 Months |
|
|
+3.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.94 |
2.43 |
| 1M High / 1M Low: |
2.94 |
2.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
