Morgan Stanley Call 200 LEN 20.06.2025
/ DE000ME542J3
Morgan Stanley Call 200 LEN 20.06.../ DE000ME542J3 /
| 17/06/2024 20:12:47 |
Chg.+0.100 |
Bid21:13:14 |
Ask21:13:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+13.33% |
0.860
Bid Size: 25,000 |
0.880
Ask Size: 25,000 |
Lennar Corp |
200.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
ME542J |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
12/12/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-4.20 |
| Time value: |
0.80 |
| Break-even: |
194.87 |
| Moneyness: |
0.78 |
| Premium: |
0.34 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
5.59 |
| Rho: |
0.37 |
Quote data
| Open: |
0.780 |
| High: |
0.850 |
| Low: |
0.760 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.84% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
+4.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.700 |
| 1M High / 1M Low: |
1.200 |
0.700 |
| 6M High / 6M Low: |
1.550 |
0.670 |
| High (YTD): |
28/03/2024 |
1.550 |
| Low (YTD): |
24/01/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.977 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.87% |
| Volatility 6M: |
|
145.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
