Morgan Stanley Call 140 LEN 20.06.2025
/ DE000ME3JDH3
Morgan Stanley Call 140 LEN 20.06.../ DE000ME3JDH3 /
| 17/09/2024 20:58:13 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.23EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
140.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
ME3JDH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
13/11/2023 |
| Last trading day: |
18/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
2.94 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.27 |
| Parity: |
2.94 |
| Time value: |
2.38 |
| Break-even: |
193.20 |
| Moneyness: |
1.21 |
| Premium: |
0.14 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
0.57% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
2.37 |
| Rho: |
0.52 |
Quote data
| Open: |
5.22 |
| High: |
5.26 |
| Low: |
5.22 |
| Previous Close: |
5.20 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.06% |
| 3 Months |
|
|
+149.05% |
| YTD |
|
|
+80.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.23 |
4.37 |
| 6M High / 6M Low: |
5.23 |
1.98 |
| High (YTD): |
17/09/2024 |
5.23 |
| Low (YTD): |
08/07/2024 |
1.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.93% |
| Volatility 6M: |
|
97.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
