Morgan Stanley Call 170 LEN 20.09.2024
/ DE000ME4N279
Morgan Stanley Call 170 LEN 20.09.../ DE000ME4N279 /
24/07/2024 20:28:14 |
Chg.- |
Bid08:40:01 |
Ask08:40:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
- |
0.870 Bid Size: 3,750 |
0.950 Ask Size: 3,750 |
Lennar Corp |
170.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
ME4N27 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.24 |
Implied volatility: |
0.36 |
Historic volatility: |
0.28 |
Parity: |
0.24 |
Time value: |
0.84 |
Break-even: |
167.49 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.02 |
Spread %: |
1.89% |
Delta: |
0.59 |
Theta: |
-0.09 |
Omega: |
8.65 |
Rho: |
0.13 |
Quote data
Open: |
1.010 |
High: |
1.010 |
Low: |
0.940 |
Previous Close: |
1.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.00% |
1 Month |
|
|
+291.67% |
3 Months |
|
|
+38.24% |
YTD |
|
|
+23.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
0.940 |
1M High / 1M Low: |
1.130 |
0.127 |
6M High / 6M Low: |
1.630 |
0.127 |
High (YTD): |
28/03/2024 |
1.630 |
Low (YTD): |
08/07/2024 |
0.127 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.012 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.448 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.805 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
487.17% |
Volatility 6M: |
|
295.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |