Morgan Stanley Call 170 LEN 20.09.2024
/ DE000ME4N279
Morgan Stanley Call 170 LEN 20.09.../ DE000ME4N279 /
| 6/14/2024 8:29:31 PM |
Chg.+0.040 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+7.84% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
170.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME4N27 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-1.39 |
| Time value: |
0.58 |
| Break-even: |
164.61 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.36 |
| Theta: |
-0.06 |
| Omega: |
8.95 |
| Rho: |
0.12 |
Quote data
| Open: |
0.540 |
| High: |
0.550 |
| Low: |
0.530 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.85% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-38.89% |
| YTD |
|
|
-27.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.480 |
| 1M High / 1M Low: |
1.100 |
0.480 |
| 6M High / 6M Low: |
1.630 |
0.480 |
| High (YTD): |
3/28/2024 |
1.630 |
| Low (YTD): |
6/11/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.887 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.18% |
| Volatility 6M: |
|
207.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
