Morgan Stanley Put 79 ANF 21.06.2.../  DE000ME4LX55  /

Stuttgart
2024-04-26  6:59:03 PM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.640EUR - -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 79.00 - 2024-06-21 Put
 

Master data

WKN: ME4LX5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Abercrombie and Fitch Co
Type: Warrant
Option type: Put
Strike price: 79.00 -
Maturity: 2024-06-21
Issue date: 2023-12-05
Last trading day: 2024-04-29
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: -109.55
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.52
Parity: -34.93
Time value: 1.04
Break-even: 77.96
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 6.13
Spread abs.: 0.43
Spread %: 70.49%
Delta: -0.07
Theta: -0.04
Omega: -7.42
Rho: -0.01
 

Quote data

Open: 0.730
High: 0.750
Low: 0.640
Previous Close: 0.780
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -16.88%
1 Month
  -20.99%
3 Months
  -68.32%
YTD
  -71.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.640
1M High / 1M Low: 1.020 0.640
6M High / 6M Low: - -
High (YTD): 2024-01-03 2.260
Low (YTD): 2024-03-06 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.867
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -