Morgan Stanley Put 100 ALB 20.12.2024
/ DE000ME2M3B7
Morgan Stanley Put 100 ALB 20.12..../ DE000ME2M3B7 /
| 2024-06-21 4:56:53 PM |
Chg.-0.01 |
Bid9:00:03 PM |
Ask9:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-0.69% |
1.47
Bid Size: 100,000 |
1.49
Ask Size: 100,000 |
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: |
-5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.48 |
| Parity: |
0.58 |
| Time value: |
0.93 |
| Break-even: |
78.31 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
2.03% |
| Delta: |
-0.48 |
| Theta: |
-0.03 |
| Omega: |
-2.77 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.44 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.14% |
| 1 Month |
|
|
+166.67% |
| 3 Months |
|
|
+67.44% |
| YTD |
|
|
+94.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.05 |
| 1M High / 1M Low: |
1.45 |
0.54 |
| 6M High / 6M Low: |
1.45 |
0.47 |
| High (YTD): |
2024-06-20 |
1.45 |
| Low (YTD): |
2024-05-14 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.19% |
| Volatility 6M: |
|
163.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
