Morgan Stanley Call 250 AMC 20.12.../  DE000MB32RV1  /

Stuttgart
2024-05-28  9:10:00 AM Chg.+0.005 Bid8:25:42 PM Ask8:25:42 PM Underlying Strike price Expiration date Option type
0.117EUR +4.46% 0.116
Bid Size: 40,000
0.136
Ask Size: 40,000
ALBEMARLE CORP. D... 250.00 - 2024-12-20 Call
 

Master data

WKN: MB32RV
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-12-20
Issue date: 2023-02-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 78.31
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.48
Parity: -13.25
Time value: 0.15
Break-even: 251.50
Moneyness: 0.47
Premium: 1.14
Premium p.a.: 2.85
Spread abs.: 0.04
Spread %: 33.93%
Delta: 0.08
Theta: -0.02
Omega: 5.93
Rho: 0.04
 

Quote data

Open: 0.117
High: 0.117
Low: 0.117
Previous Close: 0.112
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.03%
1 Month     0.00%
3 Months
  -59.66%
YTD
  -83.04%
1 Year
  -96.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.133 0.109
1M High / 1M Low: 0.180 0.109
6M High / 6M Low: 0.790 0.105
High (YTD): 2024-01-02 0.640
Low (YTD): 2024-04-24 0.105
52W High: 2023-07-12 4.770
52W Low: 2024-04-24 0.105
Avg. price 1W:   0.119
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   1.208
Avg. volume 1Y:   0.000
Volatility 1M:   169.76%
Volatility 6M:   229.14%
Volatility 1Y:   195.21%
Volatility 3Y:   -