Morgan Stanley Call 150 LEN 20.06.../  DE000ME3JDJ9  /

Stuttgart
15/11/2024  20:23:50 Chg.-0.03 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
3.04EUR -0.98% -
Bid Size: -
-
Ask Size: -
Lennar Corp 150.00 USD 20/06/2025 Call
 

Master data

WKN: ME3JDJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 20/06/2025
Issue date: 13/11/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.29
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 1.79
Implied volatility: 0.40
Historic volatility: 0.28
Parity: 1.79
Time value: 1.24
Break-even: 172.78
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 0.66%
Delta: 0.73
Theta: -0.05
Omega: 3.84
Rho: 0.51
 

Quote data

Open: 2.98
High: 3.04
Low: 2.98
Previous Close: 3.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.18%
1 Month
  -30.75%
3 Months
  -9.79%
YTD  
+26.67%
1 Year  
+115.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.23 2.78
1M High / 1M Low: 4.51 2.78
6M High / 6M Low: 4.65 1.52
High (YTD): 19/09/2024 4.65
Low (YTD): 08/07/2024 1.52
52W High: 19/09/2024 4.65
52W Low: 28/11/2023 1.31
Avg. price 1W:   2.98
Avg. volume 1W:   0.00
Avg. price 1M:   3.32
Avg. volume 1M:   0.00
Avg. price 6M:   3.26
Avg. volume 6M:   0.00
Avg. price 1Y:   2.93
Avg. volume 1Y:   0.00
Volatility 1M:   131.97%
Volatility 6M:   112.84%
Volatility 1Y:   111.36%
Volatility 3Y:   -