Morgan Stanley Call 170 LEN 20.09.../  DE000ME4N279  /

Stuttgart
2024-07-30  8:44:04 PM Chg.+0.11 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.52EUR +7.80% -
Bid Size: -
-
Ask Size: -
Lennar Corp 170.00 USD 2024-09-20 Call
 

Master data

WKN: ME4N27
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.44
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.76
Implied volatility: 0.40
Historic volatility: 0.28
Parity: 0.76
Time value: 0.68
Break-even: 171.53
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 1.41%
Delta: 0.66
Theta: -0.10
Omega: 7.58
Rho: 0.14
 

Quote data

Open: 1.40
High: 1.52
Low: 1.40
Previous Close: 1.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.70%
1 Month  
+508.00%
3 Months  
+120.29%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 0.94
1M High / 1M Low: 1.52 0.13
6M High / 6M Low: 1.63 0.13
High (YTD): 2024-03-28 1.63
Low (YTD): 2024-07-08 0.13
52W High: - -
52W Low: - -
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   0.65
Avg. volume 1M:   0.00
Avg. price 6M:   0.82
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   465.52%
Volatility 6M:   296.00%
Volatility 1Y:   -
Volatility 3Y:   -