Morgan Stanley Call 200 LEN 20.06.../  DE000ME542J3  /

Stuttgart
2024-05-24  8:06:56 PM Chg.+0.020 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.840EUR +2.44% -
Bid Size: -
-
Ask Size: -
Lennar Corp 200.00 USD 2025-06-20 Call
 

Master data

WKN: ME542J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-12
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.57
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -4.02
Time value: 0.87
Break-even: 193.08
Moneyness: 0.78
Premium: 0.34
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 3.57%
Delta: 0.33
Theta: -0.03
Omega: 5.42
Rho: 0.41
 

Quote data

Open: 0.780
High: 0.840
Low: 0.780
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -9.68%
3 Months
  -14.29%
YTD  
+3.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.820
1M High / 1M Low: 1.290 0.820
6M High / 6M Low: - -
High (YTD): 2024-03-28 1.550
Low (YTD): 2024-01-24 0.670
52W High: - -
52W Low: - -
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   1.007
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -