Morgan Stanley Call 170 LEN 20.06.../  DE000ME4N287  /

Stuttgart
2024-11-15  9:09:11 PM Chg.-0.05 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.91EUR -2.55% -
Bid Size: -
-
Ask Size: -
Lennar Corp 170.00 USD 2025-06-20 Call
 

Master data

WKN: ME4N28
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-05
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.49
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.28
Parity: -0.11
Time value: 1.89
Break-even: 180.38
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 1.07%
Delta: 0.57
Theta: -0.05
Omega: 4.86
Rho: 0.43
 

Quote data

Open: 1.83
High: 1.91
Low: 1.83
Previous Close: 1.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.55%
1 Month
  -37.38%
3 Months
  -16.23%
YTD  
+24.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 1.76
1M High / 1M Low: 3.08 1.65
6M High / 6M Low: 3.43 0.87
High (YTD): 2024-09-19 3.43
Low (YTD): 2024-07-08 0.87
52W High: - -
52W Low: - -
Avg. price 1W:   1.92
Avg. volume 1W:   0.00
Avg. price 1M:   2.14
Avg. volume 1M:   0.00
Avg. price 6M:   2.19
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.71%
Volatility 6M:   146.40%
Volatility 1Y:   -
Volatility 3Y:   -