Morgan Stanley Call 220 LEN 20.12.../  DE000ME9SPX2  /

Stuttgart
19/06/2024  20:48:14 Chg.-0.018 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.085EUR -17.48% -
Bid Size: -
-
Ask Size: -
Lennar Corp 220.00 USD 20/12/2024 Call
 

Master data

WKN: ME9SPX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 20/12/2024
Issue date: 07/03/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 120.43
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.28
Parity: -6.64
Time value: 0.12
Break-even: 206.02
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 1.20
Spread abs.: 0.01
Spread %: 13.86%
Delta: 0.08
Theta: -0.01
Omega: 9.82
Rho: 0.05
 

Quote data

Open: 0.077
High: 0.089
Low: 0.077
Previous Close: 0.103
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.55%
1 Month
  -72.58%
3 Months
  -75.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.187 0.103
1M High / 1M Low: 0.300 0.103
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -