Morgan Stanley Call 160 LEN 20.09.2024
/ DE000ME180A1
Morgan Stanley Call 160 LEN 20.09.../ DE000ME180A1 /
| 2024-06-05 5:50:01 PM |
Chg.+0.080 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+8.08% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME180A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-0.21 |
| Time value: |
1.06 |
| Break-even: |
157.64 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.06 |
| Spread %: |
6.00% |
| Delta: |
0.53 |
| Theta: |
-0.06 |
| Omega: |
7.24 |
| Rho: |
0.19 |
Quote data
| Open: |
1.020 |
| High: |
1.070 |
| Low: |
1.020 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.75% |
| 1 Month |
|
|
-16.41% |
| 3 Months |
|
|
-34.36% |
| YTD |
|
|
-6.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.800 |
| 1M High / 1M Low: |
1.800 |
0.800 |
| 6M High / 6M Low: |
2.220 |
0.530 |
| High (YTD): |
2024-03-28 |
2.220 |
| Low (YTD): |
2024-05-29 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.67% |
| Volatility 6M: |
|
186.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
