Morgan Stanley Call 150 LEN 20.06.2025
/ DE000ME3JDJ9
Morgan Stanley Call 150 LEN 20.06.../ DE000ME3JDJ9 /
| 09/09/2024 20:07:02 |
Chg.- |
Bid09:43:23 |
Ask09:43:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.01EUR |
- |
3.97
Bid Size: 1,000 |
4.05
Ask Size: 1,000 |
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: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
2.74 |
| Time value: |
1.27 |
| Break-even: |
176.03 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
1.78% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
3.17 |
| Rho: |
0.67 |
Quote data
| Open: |
3.98 |
| High: |
4.01 |
| Low: |
3.97 |
| Previous Close: |
3.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
+18.29% |
| 3 Months |
|
|
+57.25% |
| YTD |
|
|
+67.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.01 |
3.77 |
| 1M High / 1M Low: |
4.25 |
3.20 |
| 6M High / 6M Low: |
4.25 |
1.52 |
| High (YTD): |
26/08/2024 |
4.25 |
| Low (YTD): |
08/07/2024 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.10% |
| Volatility 6M: |
|
112.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
