Morgan Stanley Call 145 ANF 20.12.2024
/ DE000ME6VDP4
Morgan Stanley Call 145 ANF 20.12.../ DE000ME6VDP4 /
| 08/10/2024 17:53:09 |
Chg.- |
Bid11:10:52 |
Ask11:10:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
- |
1.40
Bid Size: 2,500 |
1.48
Ask Size: 2,500 |
Abercrombie and Fitc... |
145.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME6VDP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
12/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.49 |
| Parity: |
-1.53 |
| Time value: |
1.47 |
| Break-even: |
159.70 |
| Moneyness: |
0.89 |
| Premium: |
0.23 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.05 |
| Spread %: |
3.52% |
| Delta: |
0.47 |
| Theta: |
-0.14 |
| Omega: |
4.15 |
| Rho: |
0.09 |
Quote data
| Open: |
1.31 |
| High: |
1.46 |
| Low: |
1.31 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.38% |
| 1 Month |
|
|
+29.20% |
| 3 Months |
|
|
-68.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
0.94 |
| 1M High / 1M Low: |
1.53 |
0.92 |
| 6M High / 6M Low: |
5.64 |
0.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.10% |
| Volatility 6M: |
|
209.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
