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

Stuttgart
9/5/2024  6:49:03 PM Chg.-0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.640EUR -7.25% -
Bid Size: -
-
Ask Size: -
Abercrombie and Fitc... 160.00 USD 3/21/2025 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: 3/21/2025
Issue date: 6/17/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 17.75
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.47
Parity: -1.84
Time value: 0.71
Break-even: 151.50
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 4.41%
Delta: 0.37
Theta: -0.03
Omega: 6.56
Rho: 0.21
 

Quote data

Open: 0.680
High: 0.680
Low: 0.640
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.48%
1 Month  
+8.47%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.670
1M High / 1M Low: 1.060 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.840
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -