Morgan Stanley Call 160 ANF 21.03.../  DE000MG611L0  /

Stuttgart
2024-11-12  8:33:37 PM Chg.-0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.630EUR -7.35% -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 160.00 USD 2025-03-21 Call
 

Master data

WKN: MG611L
Issuer: Morgan Stanley
Currency: EUR
Underlying: Abercrombie and Fitch Co
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-03-21
Issue date: 2024-06-17
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 19.06
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.51
Parity: -1.85
Time value: 0.69
Break-even: 156.95
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.65
Spread abs.: 0.06
Spread %: 9.52%
Delta: 0.36
Theta: -0.05
Omega: 6.80
Rho: 0.14
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -20.25%
3 Months
  -27.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.560
1M High / 1M Low: 1.020 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.734
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -