Morgan Stanley Call 107.5 AMC 18..../  DE000MJ6W6B3  /

Stuttgart
1/21/2025  9:09:23 PM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.22EUR - -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 107.50 - 12/18/2026 Call
 

Master data

WKN: MJ6W6B
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 107.50 -
Maturity: 12/18/2026
Issue date: 12/17/2024
Last trading day: 1/22/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.54
Parity: -2.29
Time value: 2.27
Break-even: 130.20
Moneyness: 0.79
Premium: 0.54
Premium p.a.: 0.26
Spread abs.: 0.06
Spread %: 2.71%
Delta: 0.58
Theta: -0.02
Omega: 2.16
Rho: 0.50
 

Quote data

Open: 2.46
High: 2.50
Low: 2.22
Previous Close: 2.45
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -10.84%
1 Month  
+6.73%
3 Months     -
YTD  
+8.82%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.45 2.22
1M High / 1M Low: 2.49 1.87
6M High / 6M Low: - -
High (YTD): 1/17/2025 2.49
Low (YTD): 1/2/2025 1.87
52W High: - -
52W Low: - -
Avg. price 1W:   2.34
Avg. volume 1W:   0.00
Avg. price 1M:   2.14
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -