Morgan Stanley Call 200 LEN 20.09.../  DE000ME542G9  /

Stuttgart
23/05/2024  14:17:48 Chg.-0.023 Bid14:45:44 Ask14:45:44 Underlying Strike price Expiration date Option type
0.123EUR -15.75% 0.123
Bid Size: 1,000
0.217
Ask Size: 1,000
Lennar Corp 200.00 USD 20/09/2024 Call
 

Master data

WKN: ME542G
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 20/09/2024
Issue date: 12/12/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.45
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -4.08
Time value: 0.18
Break-even: 186.54
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 1.20
Spread abs.: 0.04
Spread %: 26.95%
Delta: 0.14
Theta: -0.03
Omega: 10.90
Rho: 0.06
 

Quote data

Open: 0.123
High: 0.123
Low: 0.123
Previous Close: 0.146
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.07%
1 Month
  -43.58%
3 Months
  -62.73%
YTD
  -52.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.146
1M High / 1M Low: 0.330 0.146
6M High / 6M Low: - -
High (YTD): 28/03/2024 0.560
Low (YTD): 22/05/2024 0.146
52W High: - -
52W Low: - -
Avg. price 1W:   0.233
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   329.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -