Morgan Stanley Put 150 ALB 20.09.2024
/ DE000ME18FP1
Morgan Stanley Put 150 ALB 20.09..../ DE000ME18FP1 /
| 14/06/2024 21:22:19 |
Chg.+0.49 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.34EUR |
+12.73% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
150.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
ME18FP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.34 |
| Intrinsic value: |
4.34 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.47 |
| Parity: |
4.34 |
| Time value: |
0.06 |
| Break-even: |
96.12 |
| Moneyness: |
1.45 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
0.69% |
| Delta: |
-0.85 |
| Theta: |
-0.02 |
| Omega: |
-1.88 |
| Rho: |
-0.34 |
Quote data
| Open: |
4.00 |
| High: |
4.34 |
| Low: |
4.00 |
| Previous Close: |
3.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.33% |
| 1 Month |
|
|
+74.30% |
| 3 Months |
|
|
+30.72% |
| YTD |
|
|
+100.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.34 |
3.42 |
| 1M High / 1M Low: |
4.34 |
2.22 |
| 6M High / 6M Low: |
4.34 |
2.08 |
| High (YTD): |
14/06/2024 |
4.34 |
| Low (YTD): |
14/05/2024 |
2.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.21% |
| Volatility 6M: |
|
128.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
