Morgan Stanley Put 100 ANF 20.12..../  DE000ME6QF01  /

Stuttgart
2024-05-31  8:37:06 PM Chg.+0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.380EUR +8.57% -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 100.00 - 2024-12-20 Put
 

Master data

WKN: ME6QF0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Abercrombie and Fitch Co
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2024-01-10
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.87
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.47
Parity: -5.93
Time value: 0.41
Break-even: 95.90
Moneyness: 0.63
Premium: 0.40
Premium p.a.: 0.83
Spread abs.: 0.03
Spread %: 7.89%
Delta: -0.10
Theta: -0.03
Omega: -3.79
Rho: -0.11
 

Quote data

Open: 0.320
High: 0.380
Low: 0.320
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.70%
1 Month
  -64.15%
3 Months
  -68.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.280
1M High / 1M Low: 1.030 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.428
Avg. volume 1W:   120
Avg. price 1M:   0.725
Avg. volume 1M:   59.091
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -