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

Stuttgart
6/27/2024  8:38:29 PM Chg.+0.008 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.234EUR +3.54% -
Bid Size: -
-
Ask Size: -
Lennar Corp 170.00 USD 9/20/2024 Call
 

Master data

WKN: ME4N27
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 9/20/2024
Issue date: 12/5/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.64
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -1.97
Time value: 0.26
Break-even: 161.78
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.89
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.23
Theta: -0.04
Omega: 12.26
Rho: 0.07
 

Quote data

Open: 0.220
High: 0.234
Low: 0.220
Previous Close: 0.226
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.31%
1 Month
  -58.95%
3 Months
  -85.64%
YTD
  -69.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.226
1M High / 1M Low: 0.750 0.226
6M High / 6M Low: 1.630 0.226
High (YTD): 3/28/2024 1.630
Low (YTD): 6/26/2024 0.226
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.475
Avg. volume 1M:   0.000
Avg. price 6M:   0.850
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.30%
Volatility 6M:   225.34%
Volatility 1Y:   -
Volatility 3Y:   -