Morgan Stanley Call 200 ANF 20.12.../  DE000ME9A0Q8  /

Stuttgart
2024-05-31  8:12:47 PM Chg.-0.82 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.02EUR -28.87% -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 200.00 - 2024-12-20 Call
 

Master data

WKN: ME9A0Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: Abercrombie and Fitch Co
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-12-20
Issue date: 2024-02-27
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.47
Parity: -4.07
Time value: 2.06
Break-even: 220.60
Moneyness: 0.80
Premium: 0.38
Premium p.a.: 0.80
Spread abs.: 0.03
Spread %: 1.48%
Delta: 0.44
Theta: -0.09
Omega: 3.43
Rho: 0.28
 

Quote data

Open: 2.30
High: 2.30
Low: 2.02
Previous Close: 2.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.38%
1 Month  
+210.77%
3 Months  
+66.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.84 1.22
1M High / 1M Low: 2.84 0.68
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   484.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -