Morgan Stanley Call 180 LEN 21.06.../  DE000ME542E4  /

Stuttgart
2024-05-10  6:58:30 PM Chg.+0.032 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.197EUR +19.39% -
Bid Size: -
-
Ask Size: -
Lennar Corp 180.00 USD 2024-06-21 Call
 

Master data

WKN: ME542E
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2024-06-21
Issue date: 2023-12-12
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 72.03
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -1.58
Time value: 0.21
Break-even: 169.21
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.71
Spread abs.: 0.01
Spread %: 5.53%
Delta: 0.22
Theta: -0.07
Omega: 15.93
Rho: 0.04
 

Quote data

Open: 0.164
High: 0.197
Low: 0.164
Previous Close: 0.165
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.26%
1 Month
  -27.04%
3 Months
  -43.71%
YTD
  -34.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.197 0.143
1M High / 1M Low: 0.280 0.111
6M High / 6M Low: - -
High (YTD): 2024-03-07 0.680
Low (YTD): 2024-05-02 0.111
52W High: - -
52W Low: - -
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   329.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -