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Morgan Stanley Put 100 ALB 20.09..../  DE000ME2QFU8  /

Stuttgart
2024-06-07  1:40:03 PM Chg.-0.040 Bid4:58:19 PM Ask4:58:19 PM Underlying Strike price Expiration date Option type
0.380EUR -9.52% 0.410
Bid Size: 40,000		 0.440
Ask Size: 40,000		 Albemarle Corporatio... 100.00 USD 2024-09-20 Put
 

Master data

WKN: ME2QFU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.46
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.47
Parity: -1.67
Time value: 0.41
Break-even: 87.71
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.84
Spread abs.: 0.02
Spread %: 5.13%
Delta: -0.21
Theta: -0.04
Omega: -5.67
Rho: -0.08
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+26.67%
3 Months
  -50.65%
YTD
  -29.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.370
1M High / 1M Low: 0.420 0.260
6M High / 6M Low: 1.170 0.260
High (YTD): 2024-02-05 1.170
Low (YTD): 2024-05-14 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.328
Avg. volume 1M:   0.000
Avg. price 6M:   0.661
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.76%
Volatility 6M:   213.81%
Volatility 1Y:   -
Volatility 3Y:   -