Morgan Stanley Put 100 ALB 20.12.2024
/ DE000ME6XMZ0
Morgan Stanley Put 100 ALB 20.12..../ DE000ME6XMZ0 /
| 5/27/2024 6:23:48 PM |
Chg.-0.23 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
-8.65% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
100.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
ME6XMZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/15/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-42.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.48 |
| Parity: |
-25.44 |
| Time value: |
2.77 |
| Break-even: |
89.43 |
| Moneyness: |
0.78 |
| Premium: |
0.24 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.19 |
| Spread %: |
7.36% |
| Delta: |
-0.14 |
| Theta: |
-0.02 |
| Omega: |
-6.01 |
| Rho: |
-0.11 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.43 |
| Previous Close: |
2.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.71% |
| 1 Month |
|
|
-30.57% |
| 3 Months |
|
|
-19.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.68 |
2.43 |
| 1M High / 1M Low: |
3.38 |
2.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
