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

Stuttgart
05/07/2024  20:07:52 Chg.-0.005 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.127EUR -3.79% -
Bid Size: -
-
Ask Size: -
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: 89.51
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -2.53
Time value: 0.15
Break-even: 158.30
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 1.43
Spread abs.: 0.02
Spread %: 12.21%
Delta: 0.15
Theta: -0.03
Omega: 13.55
Rho: 0.04
 

Quote data

Open: 0.135
High: 0.135
Low: 0.127
Previous Close: 0.132
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.20%
1 Month
  -76.48%
3 Months
  -90.52%
YTD
  -83.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.188 0.127
1M High / 1M Low: 0.670 0.127
6M High / 6M Low: 1.630 0.127
High (YTD): 28/03/2024 1.630
Low (YTD): 05/07/2024 0.127
52W High: - -
52W Low: - -
Avg. price 1W:   0.147
Avg. volume 1W:   0.000
Avg. price 1M:   0.331
Avg. volume 1M:   0.000
Avg. price 6M:   0.822
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.59%
Volatility 6M:   230.22%
Volatility 1Y:   -
Volatility 3Y:   -