Morgan Stanley Call 150 LEN 20.09.2024
/ DE000ME38YT2
Morgan Stanley Call 150 LEN 20.09.../ DE000ME38YT2 /
| 2024-06-05 4:19:41 PM |
Chg.-0.01 |
Bid5:42:47 PM |
Ask5:42:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-0.65% |
1.61
Bid Size: 25,000 |
1.62
Ask Size: 25,000 |
Lennar Corp |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME38YT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.71 |
| Time value: |
0.87 |
| Break-even: |
153.65 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.08 |
| Spread %: |
5.33% |
| Delta: |
0.66 |
| Theta: |
-0.06 |
| Omega: |
6.04 |
| Rho: |
0.23 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.52 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.60% |
| 1 Month |
|
|
-16.48% |
| 3 Months |
|
|
-28.97% |
| YTD |
|
|
-3.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.25 |
| 1M High / 1M Low: |
2.41 |
1.25 |
| 6M High / 6M Low: |
2.87 |
0.80 |
| High (YTD): |
2024-03-28 |
2.87 |
| Low (YTD): |
2024-05-29 |
1.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.28% |
| Volatility 6M: |
|
176.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
