Morgan Stanley Call 170 LEN 20.09.2024
/ DE000ME4N279
Morgan Stanley Call 170 LEN 20.09.../ DE000ME4N279 /
8/14/2024 8:46:50 PM |
Chg.-0.080 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-9.52% |
- 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: |
18.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.42 |
Historic volatility: |
0.28 |
Parity: |
0.03 |
Time value: |
0.83 |
Break-even: |
163.20 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.03 |
Spread %: |
3.61% |
Delta: |
0.54 |
Theta: |
-0.12 |
Omega: |
9.80 |
Rho: |
0.08 |
Quote data
Open: |
0.820 |
High: |
0.820 |
Low: |
0.760 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.30% |
1 Month |
|
|
+49.02% |
3 Months |
|
|
-11.63% |
YTD |
|
|
0.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.750 |
1M High / 1M Low: |
1.520 |
0.490 |
6M High / 6M Low: |
1.630 |
0.127 |
High (YTD): |
3/28/2024 |
1.630 |
Low (YTD): |
7/8/2024 |
0.127 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.826 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.834 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
330.18% |
Volatility 6M: |
|
299.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |