Morgan Stanley Put 125 ALB 20.09.2024
/ DE000ME18FQ9
Morgan Stanley Put 125 ALB 20.09..../ DE000ME18FQ9 /
| 2024-06-20 11:30:57 AM |
Chg.-0.01 |
Bid4:21:31 PM |
Ask4:21:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
-0.40% |
2.79
Bid Size: 100,000 |
2.81
Ask Size: 100,000 |
Albemarle Corporatio... |
125.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME18FQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
2.37 |
| Time value: |
0.18 |
| Break-even: |
90.81 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.19% |
| Delta: |
-0.77 |
| Theta: |
-0.03 |
| Omega: |
-2.78 |
| Rho: |
-0.24 |
Quote data
| Open: |
2.49 |
| High: |
2.49 |
| Low: |
2.49 |
| Previous Close: |
2.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.07% |
| 1 Month |
|
|
+146.53% |
| 3 Months |
|
|
+50.91% |
| YTD |
|
|
+112.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
1.83 |
| 1M High / 1M Low: |
2.54 |
1.01 |
| 6M High / 6M Low: |
2.54 |
0.85 |
| High (YTD): |
2024-06-18 |
2.54 |
| Low (YTD): |
2024-05-14 |
0.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.14% |
| Volatility 6M: |
|
166.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
