Morgan Stanley Put 150 ALB 20.12.2024
/ DE000MB99QG3
Morgan Stanley Put 150 ALB 20.12..../ DE000MB99QG3 /
| 2024-05-27 8:42:41 PM |
Chg.-0.06 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.82EUR |
-2.08% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
150.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
MB99QG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.48 |
| Parity: |
2.07 |
| Time value: |
0.79 |
| Break-even: |
109.69 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
-0.58 |
| Theta: |
-0.03 |
| Omega: |
-2.38 |
| Rho: |
-0.55 |
Quote data
| Open: |
2.83 |
| High: |
2.83 |
| Low: |
2.82 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.35% |
| 1 Month |
|
|
-23.16% |
| 3 Months |
|
|
-12.69% |
| YTD |
|
|
+13.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.98 |
2.83 |
| 1M High / 1M Low: |
3.47 |
2.46 |
| 6M High / 6M Low: |
4.41 |
2.46 |
| High (YTD): |
2024-02-05 |
4.41 |
| Low (YTD): |
2024-05-14 |
2.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.96% |
| Volatility 6M: |
|
111.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
