Morgan Stanley Call 160 LEN 20.06.2025
/ DE000ME3JDK7
Morgan Stanley Call 160 LEN 20.06.../ DE000ME3JDK7 /
| 26/09/2024 13:22:30 |
Chg.-0.01 |
Bid14:04:55 |
Ask14:04:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
-0.31% |
3.26
Bid Size: 1,000 |
3.29
Ask Size: 1,000 |
Lennar Corp |
160.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
ME3JDK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
13/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
1.96 |
| Time value: |
1.26 |
| Break-even: |
175.96 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.94% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
3.77 |
| Rho: |
0.65 |
Quote data
| Open: |
3.23 |
| High: |
3.23 |
| Low: |
3.23 |
| Previous Close: |
3.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.84% |
| 1 Month |
|
|
-10.53% |
| 3 Months |
|
|
+109.74% |
| YTD |
|
|
+63.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.98 |
3.24 |
| 1M High / 1M Low: |
3.98 |
3.11 |
| 6M High / 6M Low: |
3.98 |
1.15 |
| High (YTD): |
19/09/2024 |
3.98 |
| Low (YTD): |
08/07/2024 |
1.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.84% |
| Volatility 6M: |
|
120.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
