Morgan Stanley Call 95 ANF 20.12..../  DE000ME65JT6  /

Stuttgart
2024-05-31  9:22:03 PM Chg.-0.35 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
7.93EUR -4.23% -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 95.00 - 2024-12-20 Call
 

Master data

WKN: ME65JT
Issuer: Morgan Stanley
Currency: EUR
Underlying: Abercrombie and Fitch Co
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-12-20
Issue date: 2024-01-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.04
Leverage: Yes

Calculated values

Fair value: 6.75
Intrinsic value: 6.43
Implied volatility: 1.00
Historic volatility: 0.47
Parity: 6.43
Time value: 1.40
Break-even: 173.30
Moneyness: 1.68
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 0.38%
Delta: 0.86
Theta: -0.07
Omega: 1.76
Rho: 0.33
 

Quote data

Open: 8.12
High: 8.12
Low: 7.65
Previous Close: 8.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.79%
1 Month  
+106.51%
3 Months  
+70.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.28 5.96
1M High / 1M Low: 8.28 4.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.86
Avg. volume 1W:   0.00
Avg. price 1M:   5.22
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -