Morgan Stanley Call 140 LEN 20.09.2024
/ DE000ME18097
Morgan Stanley Call 140 LEN 20.09.../ DE000ME18097 /
| 2024-05-23 9:13:41 PM |
Chg.-0.28 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-12.73% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1809 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
1.47 |
| Time value: |
0.69 |
| Break-even: |
150.93 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
4.85% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
4.97 |
| Rho: |
0.28 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
1.92 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.14% |
| 1 Month |
|
|
-16.52% |
| 3 Months |
|
|
-21.95% |
| YTD |
|
|
-8.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.96 |
2.20 |
| 1M High / 1M Low: |
3.18 |
2.08 |
| 6M High / 6M Low: |
3.61 |
0.90 |
| High (YTD): |
2024-03-28 |
3.61 |
| Low (YTD): |
2024-01-24 |
1.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.26% |
| Volatility 6M: |
|
133.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
