Morgan Stanley Call 145 ANF 20.12.../  DE000ME6VDP4  /

Stuttgart
2024-05-31  6:21:56 PM Chg.-0.52 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
4.22EUR -10.97% -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 145.00 - 2024-12-20 Call
 

Master data

WKN: ME6VDP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Abercrombie and Fitch Co
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-12-20
Issue date: 2024-01-12
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 3.08
Intrinsic value: 1.43
Implied volatility: 0.78
Historic volatility: 0.47
Parity: 1.43
Time value: 2.95
Break-even: 188.80
Moneyness: 1.10
Premium: 0.18
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 0.69%
Delta: 0.69
Theta: -0.09
Omega: 2.50
Rho: 0.36
 

Quote data

Open: 4.69
High: 4.69
Low: 4.22
Previous Close: 4.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.67%
1 Month  
+157.32%
3 Months  
+75.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.74 3.01
1M High / 1M Low: 4.74 1.76
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.62
Avg. volume 1W:   0.00
Avg. price 1M:   2.54
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -