Morgan Stanley Call 120 ANF 21.03.../  DE000MG28Q57  /

Stuttgart
11/11/2024  20:48:52 Chg.+0.37 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
3.08EUR +13.65% -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 120.00 - 21/03/2025 Call
 

Master data

WKN: MG28Q5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Abercrombie and Fitch Co
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 21/03/2025
Issue date: 12/04/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 1.44
Implied volatility: 0.66
Historic volatility: 0.51
Parity: 1.44
Time value: 1.43
Break-even: 148.70
Moneyness: 1.12
Premium: 0.11
Premium p.a.: 0.33
Spread abs.: 0.14
Spread %: 5.13%
Delta: 0.70
Theta: -0.08
Omega: 3.26
Rho: 0.23
 

Quote data

Open: 3.54
High: 3.54
Low: 3.08
Previous Close: 2.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.07%
1 Month
  -16.76%
3 Months
  -7.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.85 2.71
1M High / 1M Low: 4.98 2.50
6M High / 6M Low: 7.87 2.49
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.76
Avg. volume 1W:   0.00
Avg. price 1M:   3.59
Avg. volume 1M:   0.00
Avg. price 6M:   4.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.72%
Volatility 6M:   159.40%
Volatility 1Y:   -
Volatility 3Y:   -