Morgan Stanley Put 71 ANF 21.06.2.../  DE000ME4LXU8  /

Stuttgart
2024-04-26  6:59:08 PM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.460EUR - -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 71.00 - 2024-06-21 Put
 

Master data

WKN: ME4LXU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Abercrombie and Fitch Co
Type: Warrant
Option type: Put
Strike price: 71.00 -
Maturity: 2024-06-21
Issue date: 2023-12-05
Last trading day: 2024-04-29
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: -136.08
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.52
Parity: -46.03
Time value: 0.86
Break-even: 70.14
Moneyness: 0.61
Premium: 0.40
Premium p.a.: 9.64
Spread abs.: 0.42
Spread %: 95.45%
Delta: -0.05
Theta: -0.04
Omega: -6.35
Rho: -0.01
 

Quote data

Open: 0.500
High: 0.500
Low: 0.460
Previous Close: 0.530
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -23.33%
3 Months
  -66.18%
YTD
  -63.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.460
1M High / 1M Low: 0.650 0.460
6M High / 6M Low: - -
High (YTD): 2024-01-19 1.440
Low (YTD): 2024-04-26 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.503
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -