Morgan Stanley Put 100 ALB 20.12.2024
/ DE000ME2M3B7
Morgan Stanley Put 100 ALB 20.12..../ DE000ME2M3B7 /
| 2024-05-23 6:59:03 PM |
Chg.+0.040 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+7.02% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
100.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME2M3B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
-2.45 |
| Time value: |
0.60 |
| Break-even: |
86.38 |
| Moneyness: |
0.79 |
| Premium: |
0.26 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
-0.20 |
| Theta: |
-0.03 |
| Omega: |
-3.82 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.590 |
| High: |
0.610 |
| Low: |
0.590 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
-39.60% |
| 3 Months |
|
|
-42.45% |
| YTD |
|
|
-17.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.510 |
| 1M High / 1M Low: |
1.060 |
0.470 |
| 6M High / 6M Low: |
1.430 |
0.470 |
| High (YTD): |
2024-02-05 |
1.430 |
| Low (YTD): |
2024-05-14 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.960 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.71% |
| Volatility 6M: |
|
162.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
