Morgan Stanley Call 140 LEN 20.06.2025
/ DE000ME3JDH3
Morgan Stanley Call 140 LEN 20.06.../ DE000ME3JDH3 /
| 2024-07-04 6:54:45 PM |
Chg.0.00 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
0.00% |
2.10
Bid Size: 1,500 |
2.15
Ask Size: 1,500 |
Lennar Corp |
140.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
ME3JDH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.30 |
| Time value: |
1.86 |
| Break-even: |
151.34 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
2.37% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
3.89 |
| Rho: |
0.60 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.10 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.33% |
| 1 Month |
|
|
-34.78% |
| 3 Months |
|
|
-48.91% |
| YTD |
|
|
-27.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.08 |
| 1M High / 1M Low: |
3.30 |
2.08 |
| 6M High / 6M Low: |
4.48 |
2.08 |
| High (YTD): |
2024-03-28 |
4.48 |
| Low (YTD): |
2024-07-02 |
2.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.82% |
| Volatility 6M: |
|
94.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
