Morgan Stanley Put 77 ANF 21.06.2024
/ DE000ME4LXC6
Morgan Stanley Put 77 ANF 21.06.2.../ DE000ME4LXC6 /
2024-04-26 6:59:04 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
- |
- Bid Size: - |
- Ask Size: - |
Abercrombie and Fitc... |
77.00 - |
2024-06-21 |
Put |
Master data
WKN: |
ME4LXC |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Abercrombie and Fitch Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
77.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-05 |
Last trading day: |
2024-04-29 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-172.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.52 |
Parity: |
-40.03 |
Time value: |
0.68 |
Break-even: |
76.32 |
Moneyness: |
0.66 |
Premium: |
0.35 |
Premium p.a.: |
7.13 |
Spread abs.: |
0.43 |
Spread %: |
172.00% |
Delta: |
-0.05 |
Theta: |
-0.03 |
Omega: |
-7.95 |
Rho: |
-0.01 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.280 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-28.21% |
1 Month |
|
|
-26.32% |
3 Months |
|
|
-80.42% |
YTD |
|
|
-86.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.280 |
1M High / 1M Low: |
0.600 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-03 |
2.030 |
Low (YTD): |
2024-04-26 |
0.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.453 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |