Morgan Stanley Put 100 ALB 20.12.2024
/ DE000ME6XMZ0
Morgan Stanley Put 100 ALB 20.12..../ DE000ME6XMZ0 /
| 2024-05-28 10:39:41 AM |
Chg.+0.10 |
Bid6:46:56 PM |
Ask6:46:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
+4.12% |
2.46
Bid Size: 3,750 |
2.68
Ask Size: 3,750 |
Albemarle Corporatio... |
100.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME6XMZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-41.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.48 |
| Parity: |
-25.40 |
| Time value: |
2.86 |
| Break-even: |
89.21 |
| Moneyness: |
0.78 |
| Premium: |
0.24 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.43 |
| Spread %: |
17.70% |
| Delta: |
-0.14 |
| Theta: |
-0.02 |
| Omega: |
-5.91 |
| Rho: |
-0.11 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.78% |
| 1 Month |
|
|
-27.71% |
| 3 Months |
|
|
-16.23% |
| 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: |
|
- |
