Morgan Stanley Put 150 ALB 20.06.2025
/ DE000MB96412
Morgan Stanley Put 150 ALB 20.06..../ DE000MB96412 /
| 2024-06-03 3:51:46 PM |
Chg.-0.11 |
Bid5:42:16 PM |
Ask5:42:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.45EUR |
-3.09% |
3.59
Bid Size: 40,000 |
3.62
Ask Size: 40,000 |
Albemarle Corporatio... |
150.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
MB9641 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.46 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.47 |
| Parity: |
2.53 |
| Time value: |
1.03 |
| Break-even: |
102.62 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.85% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-1.68 |
| Rho: |
-1.00 |
Quote data
| Open: |
3.46 |
| High: |
3.46 |
| Low: |
3.45 |
| Previous Close: |
3.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
+2.07% |
| 3 Months |
|
|
+8.83% |
| YTD |
|
|
+15.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.56 |
3.30 |
| 1M High / 1M Low: |
3.56 |
2.93 |
| 6M High / 6M Low: |
4.76 |
2.89 |
| High (YTD): |
2024-02-05 |
4.76 |
| Low (YTD): |
2024-05-14 |
2.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.08% |
| Volatility 6M: |
|
89.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
