Morgan Stanley Call 140 LEN 20.09.2024
/ DE000ME18097
Morgan Stanley Call 140 LEN 20.09.../ DE000ME18097 /
| 20/06/2024 17:37:53 |
Chg.- |
Bid08:07:59 |
Ask08:07:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
- |
1.46
Bid Size: 2,500 |
1.53
Ask Size: 2,000 |
Lennar Corp |
140.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1809 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
0.81 |
| Time value: |
0.60 |
| Break-even: |
144.37 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
2.92% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
6.81 |
| Rho: |
0.21 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.42 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.70% |
| 1 Month |
|
|
-46.01% |
| 3 Months |
|
|
-54.49% |
| YTD |
|
|
-32.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.37 |
| 1M High / 1M Low: |
2.63 |
1.37 |
| 6M High / 6M Low: |
3.61 |
1.37 |
| High (YTD): |
28/03/2024 |
3.61 |
| Low (YTD): |
19/06/2024 |
1.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.36% |
| Volatility 6M: |
|
129.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
