Morgan Stanley Call 122.5 ANF 20.12.2024
/ DE000ME6VDN9
Morgan Stanley Call 122.5 ANF 20..../ DE000ME6VDN9 /
| 2024-05-31 6:21:56 PM |
Chg.-0.60 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.60EUR |
-9.68% |
-
Bid Size: - |
-
Ask Size: - |
Abercrombie and Fitc... |
122.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME6VDN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.51 |
| Intrinsic value: |
3.68 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.47 |
| Parity: |
3.68 |
| Time value: |
2.11 |
| Break-even: |
180.40 |
| Moneyness: |
1.30 |
| Premium: |
0.13 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
0.52% |
| Delta: |
0.78 |
| Theta: |
-0.08 |
| Omega: |
2.14 |
| Rho: |
0.37 |
Quote data
| Open: |
6.14 |
| High: |
6.14 |
| Low: |
5.60 |
| Previous Close: |
6.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.27% |
| 1 Month |
|
|
+129.51% |
| 3 Months |
|
|
+71.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.20 |
4.17 |
| 1M High / 1M Low: |
6.20 |
2.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
