Morgan Stanley Put 125 ALB 20.12.2024
/ DE000ME18FR7
Morgan Stanley Put 125 ALB 20.12..../ DE000ME18FR7 /
| 2024-05-29 11:20:19 AM |
Chg.+0.05 |
Bid2:15:03 PM |
Ask2:15:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
+3.50% |
1.48
Bid Size: 2,000 |
1.52
Ask Size: 2,000 |
Albemarle Corporatio... |
125.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME18FR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.47 |
| Parity: |
-0.25 |
| Time value: |
1.45 |
| Break-even: |
100.69 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
2.11% |
| Delta: |
-0.38 |
| Theta: |
-0.03 |
| Omega: |
-3.10 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-13.95% |
| 3 Months |
|
|
-1.99% |
| YTD |
|
|
+2.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.42 |
| 1M High / 1M Low: |
1.94 |
1.22 |
| 6M High / 6M Low: |
2.71 |
1.22 |
| High (YTD): |
2024-02-05 |
2.71 |
| Low (YTD): |
2024-05-14 |
1.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.16% |
| Volatility 6M: |
|
134.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
