Morgan Stanley Call 200 LEN 20.06.2025
/ DE000ME542J3
Morgan Stanley Call 200 LEN 20.06.../ DE000ME542J3 /
28/08/2024 20:15:16 |
Chg.-0.05 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
-3.18% |
- Bid Size: - |
- Ask Size: - |
Lennar Corp |
200.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
ME542J |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
12/12/2023 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
-1.58 |
Time value: |
1.59 |
Break-even: |
194.84 |
Moneyness: |
0.91 |
Premium: |
0.19 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.03 |
Spread %: |
1.92% |
Delta: |
0.48 |
Theta: |
-0.04 |
Omega: |
4.93 |
Rho: |
0.51 |
Quote data
Open: |
1.55 |
High: |
1.55 |
Low: |
1.52 |
Previous Close: |
1.57 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.80% |
1 Month |
|
|
-2.56% |
3 Months |
|
|
+87.65% |
YTD |
|
|
+87.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.67 |
1.41 |
1M High / 1M Low: |
1.72 |
1.11 |
6M High / 6M Low: |
1.72 |
0.36 |
High (YTD): |
30/07/2024 |
1.72 |
Low (YTD): |
08/07/2024 |
0.36 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.03 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.48% |
Volatility 6M: |
|
182.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |