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

Stuttgart
2024-06-06  5:58:07 PM Chg.+0.33 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.36EUR +10.89% -
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: 5.17
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.47
Parity: -1.12
Time value: 3.07
Break-even: 200.70
Moneyness: 0.93
Premium: 0.26
Premium p.a.: 0.54
Spread abs.: 0.04
Spread %: 1.32%
Delta: 0.57
Theta: -0.09
Omega: 2.95
Rho: 0.32
 

Quote data

Open: 3.03
High: 3.36
Low: 3.03
Previous Close: 3.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.37%
1 Month  
+164.57%
3 Months  
+136.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.36 2.92
1M High / 1M Low: 3.91 1.18
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.09
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -