Morgan Stanley Call 200 LEN 20.12.2024
/ DE000ME542H7
Morgan Stanley Call 200 LEN 20.12.../ DE000ME542H7 /
8/28/2024 8:15:16 PM |
Chg.-0.030 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
-3.95% |
- Bid Size: - |
- Ask Size: - |
Lennar Corp |
200.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME542H |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/12/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
-1.58 |
Time value: |
0.79 |
Break-even: |
186.84 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.03 |
Spread %: |
3.95% |
Delta: |
0.38 |
Theta: |
-0.06 |
Omega: |
7.89 |
Rho: |
0.17 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.720 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.96% |
1 Month |
|
|
-16.09% |
3 Months |
|
|
+143.33% |
YTD |
|
|
+62.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.670 |
1M High / 1M Low: |
0.950 |
0.460 |
6M High / 6M Low: |
0.970 |
0.117 |
High (YTD): |
3/28/2024 |
0.970 |
Low (YTD): |
7/8/2024 |
0.117 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.770 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.668 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.522 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.72% |
Volatility 6M: |
|
249.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |