Morgan Stanley Call 200 LEN 20.12.2024
/ DE000ME542H7
Morgan Stanley Call 200 LEN 20.12.../ DE000ME542H7 /
| 2024-11-14 8:09:53 AM |
Chg.-0.022 |
Bid10:14:53 AM |
Ask10:14:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
-22.00% |
0.082
Bid Size: 1,000 |
0.157
Ask Size: 1,000 |
Lennar Corp |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME542H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
134.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
-3.19 |
| Time value: |
0.12 |
| Break-even: |
190.46 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
5.90 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.11 |
| Theta: |
-0.06 |
| Omega: |
15.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.10% |
| 1 Month |
|
|
-80.00% |
| 3 Months |
|
|
-83.04% |
| YTD |
|
|
-82.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.143 |
0.095 |
| 1M High / 1M Low: |
0.610 |
0.095 |
| 6M High / 6M Low: |
1.010 |
0.095 |
| High (YTD): |
2024-09-19 |
1.010 |
| Low (YTD): |
2024-11-12 |
0.095 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
434.23% |
| Volatility 6M: |
|
296.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
