Morgan Stanley Call 200 LEN 20.12.2024
/ DE000ME542H7
Morgan Stanley Call 200 LEN 20.12.../ DE000ME542H7 /
| 8/29/2024 8:10:36 AM |
Chg.+0.010 |
Bid10:29:41 AM |
Ask10:29:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+1.37% |
0.750
Bid Size: 1,000 |
0.830
Ask Size: 1,000 |
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: |
20.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-1.68 |
| Time value: |
0.78 |
| Break-even: |
187.58 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
4.00% |
| Delta: |
0.37 |
| Theta: |
-0.06 |
| Omega: |
7.82 |
| Rho: |
0.16 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.45% |
| 1 Month |
|
|
-14.94% |
| 3 Months |
|
|
+146.67% |
| YTD |
|
|
+64.44% |
| 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: |
|
- |
