Morgan Stanley Call 210 LEN 20.12.../  DE000ME9ZJ78  /

Stuttgart
2024-06-19  8:49:23 PM Chg.- Bid8:10:55 AM Ask8:10:55 AM Underlying Strike price Expiration date Option type
0.114EUR - 0.105
Bid Size: 1,000
0.170
Ask Size: 1,000
Lennar Corp 210.00 USD 2024-12-20 Call
 

Master data

WKN: ME9ZJ7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-11
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 93.57
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -5.71
Time value: 0.15
Break-even: 197.03
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 1.01
Spread abs.: 0.01
Spread %: 10.45%
Delta: 0.10
Theta: -0.02
Omega: 9.72
Rho: 0.07
 

Quote data

Open: 0.105
High: 0.117
Low: 0.105
Previous Close: 0.135
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -72.20%
3 Months
  -78.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.114
1M High / 1M Low: 0.410 0.114
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.187
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -