Morgan Stanley Call 135 ANF 20.12.../  DE000ME6KPH8  /

Stuttgart
2024-05-31  9:26:26 PM Chg.-0.31 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
5.05EUR -5.78% -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 135.00 - 2024-12-20 Call
 

Master data

WKN: ME6KPH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Abercrombie and Fitch Co
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-12-20
Issue date: 2024-01-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 3.66
Intrinsic value: 2.43
Implied volatility: 0.81
Historic volatility: 0.47
Parity: 2.43
Time value: 2.55
Break-even: 184.80
Moneyness: 1.18
Premium: 0.16
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 0.61%
Delta: 0.73
Theta: -0.09
Omega: 2.33
Rho: 0.37
 

Quote data

Open: 5.23
High: 5.23
Low: 4.82
Previous Close: 5.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.66%
1 Month  
+156.35%
3 Months  
+82.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.36 3.49
1M High / 1M Low: 5.36 2.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.21
Avg. volume 1W:   0.00
Avg. price 1M:   2.97
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -