Morgan Stanley Call 110 ALB 21.03.2025
/ DE000MG32AA0
Morgan Stanley Call 110 ALB 21.03.../ DE000MG32AA0 /
2024-05-31 6:20:34 PM |
Chg.-0.26 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.52EUR |
-9.35% |
- Bid Size: - |
- Ask Size: - |
Albemarle Corporatio... |
110.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
MG32AA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-26 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.60 |
Intrinsic value: |
1.16 |
Implied volatility: |
0.50 |
Historic volatility: |
0.47 |
Parity: |
1.16 |
Time value: |
1.52 |
Break-even: |
128.20 |
Moneyness: |
1.11 |
Premium: |
0.13 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.06 |
Spread %: |
2.29% |
Delta: |
0.70 |
Theta: |
-0.04 |
Omega: |
2.97 |
Rho: |
0.42 |
Quote data
Open: |
2.71 |
High: |
2.71 |
Low: |
2.52 |
Previous Close: |
2.78 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.58% |
1 Month |
|
|
-8.70% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.03 |
2.52 |
1M High / 1M Low: |
3.61 |
2.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |