Morgan Stanley Call 170 ANF 20.12.../  DE000ME9LE87  /

Stuttgart
2024-05-31  6:04:21 PM Chg.-0.56 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.99EUR -15.77% -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 170.00 - 2024-12-20 Call
 

Master data

WKN: ME9LE8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Abercrombie and Fitch Co
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-12-20
Issue date: 2024-03-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.11
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.47
Parity: -1.07
Time value: 3.12
Break-even: 201.20
Moneyness: 0.94
Premium: 0.26
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 0.97%
Delta: 0.57
Theta: -0.09
Omega: 2.94
Rho: 0.33
 

Quote data

Open: 3.39
High: 3.39
Low: 2.99
Previous Close: 3.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.75%
1 Month  
+184.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.91 2.14
1M High / 1M Low: 3.91 1.18
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.96
Avg. volume 1W:   0.00
Avg. price 1M:   1.81
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -