Morgan Stanley Put 100 ANF 20.12..../  DE000ME7GU94  /

Stuttgart
2024-05-31  9:03:40 PM Chg.+0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.188EUR +18.99% -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 100.00 - 2024-12-20 Put
 

Master data

WKN: ME7GU9
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: 2024-01-24
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -78.11
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.47
Parity: -5.93
Time value: 0.20
Break-even: 97.96
Moneyness: 0.63
Premium: 0.39
Premium p.a.: 0.80
Spread abs.: 0.02
Spread %: 8.51%
Delta: -0.07
Theta: -0.02
Omega: -5.26
Rho: -0.07
 

Quote data

Open: 0.154
High: 0.188
Low: 0.154
Previous Close: 0.158
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month
  -50.53%
3 Months
  -50.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.143
1M High / 1M Low: 0.370 0.143
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   72.727
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -