Morgan Stanley Call 170 LEN 20.09.2024
/ DE000ME4N279
Morgan Stanley Call 170 LEN 20.09.../ DE000ME4N279 /
26/08/2024 20:26:53 |
Chg.- |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
1.57EUR |
- |
- Bid Size: - |
- Ask Size: - |
Lennar Corp |
170.00 - |
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 - |
Maturity: |
20/09/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
27/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.12 |
Historic volatility: |
0.27 |
Parity: |
-0.68 |
Time value: |
1.55 |
Break-even: |
185.50 |
Moneyness: |
0.96 |
Premium: |
0.14 |
Premium p.a.: |
6.67 |
Spread abs.: |
0.03 |
Spread %: |
1.97% |
Delta: |
0.50 |
Theta: |
-0.40 |
Omega: |
5.27 |
Rho: |
0.04 |
Quote data
Open: |
1.64 |
High: |
1.72 |
Low: |
1.57 |
Previous Close: |
1.59 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+30.83% |
1 Month |
|
|
+21.71% |
3 Months |
|
|
+175.44% |
YTD |
|
|
+106.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.59 |
1.20 |
1M High / 1M Low: |
1.59 |
0.75 |
6M High / 6M Low: |
1.63 |
0.13 |
High (YTD): |
28/03/2024 |
1.63 |
Low (YTD): |
08/07/2024 |
0.13 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.40 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.85 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
258.80% |
Volatility 6M: |
|
303.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |