Morgan Stanley Call 170 LEN 20.06.../  DE000ME4N287  /

Stuttgart
2024-05-23  9:20:06 AM Chg.-0.03 Bid1:06:55 PM Ask1:06:55 PM Underlying Strike price Expiration date Option type
1.69EUR -1.74% 1.66
Bid Size: 1,000
1.77
Ask Size: 1,000
Lennar Corp 170.00 USD 2025-06-20 Call
 

Master data

WKN: ME4N28
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-05
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.18
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -1.30
Time value: 1.76
Break-even: 174.64
Moneyness: 0.92
Premium: 0.21
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 2.92%
Delta: 0.52
Theta: -0.03
Omega: 4.25
Rho: 0.62
 

Quote data

Open: 1.69
High: 1.69
Low: 1.69
Previous Close: 1.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.84%
1 Month
  -10.11%
3 Months
  -12.89%
YTD  
+9.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.31 1.72
1M High / 1M Low: 2.47 1.70
6M High / 6M Low: - -
High (YTD): 2024-03-28 2.76
Low (YTD): 2024-01-24 1.35
52W High: - -
52W Low: - -
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.97
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -