Morgan Stanley Call 240 LEN 20.12.../  DE000ME5M5D5  /

Stuttgart
2024-09-20  1:53:12 PM Chg.-0.197 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.001EUR -99.49% -
Bid Size: -
-
Ask Size: -
Lennar Corp 240.00 USD 2024-12-20 Call
 

Master data

WKN: ME5M5D
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 240.00 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: 131.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -5.18
Time value: 0.12
Break-even: 216.23
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 2.13
Spread abs.: 0.03
Spread %: 25.25%
Delta: 0.09
Theta: -0.03
Omega: 12.25
Rho: 0.03
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.198
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -99.44%
1 Month
  -99.35%
3 Months
  -98.48%
YTD
  -99.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.198 0.001
1M High / 1M Low: 0.198 0.001
6M High / 6M Low: 0.320 0.001
High (YTD): 2024-03-07 0.330
Low (YTD): 2024-09-20 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   398.77%
Volatility 6M:   248.04%
Volatility 1Y:   -
Volatility 3Y:   -