Morgan Stanley Call 115 ANF 20.12.2024
/ DE000ME65JX8
Morgan Stanley Call 115 ANF 20.12.../ DE000ME65JX8 /
| 2024-06-06 9:12:03 PM |
Chg.- |
Bid8:36:18 AM |
Ask8:36:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.53EUR |
- |
6.48
Bid Size: 1,000 |
6.57
Ask Size: 1,000 |
Abercrombie and Fitc... |
115.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME65JX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.99 |
| Intrinsic value: |
4.38 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.47 |
| Parity: |
4.38 |
| Time value: |
1.89 |
| Break-even: |
177.70 |
| Moneyness: |
1.38 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
0.64% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
2.03 |
| Rho: |
0.35 |
Quote data
| Open: |
6.23 |
| High: |
6.53 |
| Low: |
6.23 |
| Previous Close: |
6.23 |
| Turnover: |
3,969 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.87% |
| 1 Month |
|
|
+104.70% |
| 3 Months |
|
|
+97.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.53 |
6.03 |
| 1M High / 1M Low: |
6.74 |
3.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.33 |
| Avg. volume 1W: |
|
180.20 |
| Avg. price 1M: |
|
4.50 |
| Avg. volume 1M: |
|
39.17 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
