Morgan Stanley Call 190 LEN 20.12.../  DE000ME5M5A1  /

Stuttgart
2024-06-19  8:39:33 PM Chg.-0.040 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.240EUR -14.29% -
Bid Size: -
-
Ask Size: -
Lennar Corp 190.00 USD 2024-12-20 Call
 

Master data

WKN: ME5M5A
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-18
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.75
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -3.84
Time value: 0.29
Break-even: 179.83
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.68
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.19
Theta: -0.03
Omega: 8.93
Rho: 0.12
 

Quote data

Open: 0.230
High: 0.240
Low: 0.230
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.94%
1 Month
  -70.73%
3 Months
  -71.43%
YTD
  -61.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.280
1M High / 1M Low: 0.820 0.280
6M High / 6M Low: 1.300 0.280
High (YTD): 2024-03-28 1.300
Low (YTD): 2024-06-18 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.517
Avg. volume 1M:   0.000
Avg. price 6M:   0.722
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.53%
Volatility 6M:   186.05%
Volatility 1Y:   -
Volatility 3Y:   -