Morgan Stanley Call 110 ANF 20.12.2024
/ DE000ME65JW0
Morgan Stanley Call 110 ANF 20.12.../ DE000ME65JW0 /
| 2024-05-31 9:22:03 PM |
Chg.-0.34 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.77EUR |
-4.78% |
-
Bid Size: - |
-
Ask Size: - |
Abercrombie and Fitc... |
110.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME65JW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.46 |
| Intrinsic value: |
4.93 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.47 |
| Parity: |
4.93 |
| Time value: |
1.75 |
| Break-even: |
176.80 |
| Moneyness: |
1.45 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
0.45% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
1.96 |
| Rho: |
0.35 |
Quote data
| Open: |
6.96 |
| High: |
6.96 |
| Low: |
6.51 |
| Previous Close: |
7.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.17% |
| 1 Month |
|
|
+123.43% |
| 3 Months |
|
|
+76.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.11 |
4.93 |
| 1M High / 1M Low: |
7.11 |
3.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
