Morgan Stanley Call 200 LEN 20.12.2024
/ DE000ME542H7
Morgan Stanley Call 200 LEN 20.12.../ DE000ME542H7 /
| 2024-06-05 8:13:14 AM |
Chg.0.000 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.370
Bid Size: 1,000 |
0.440
Ask Size: 1,000 |
Lennar Corp |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME542H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-3.89 |
| Time value: |
0.40 |
| Break-even: |
187.79 |
| Moneyness: |
0.79 |
| Premium: |
0.30 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
0.22 |
| Theta: |
-0.03 |
| Omega: |
8.00 |
| Rho: |
0.15 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.33% |
| 1 Month |
|
|
-27.45% |
| 3 Months |
|
|
-47.14% |
| YTD |
|
|
-17.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.300 |
| 1M High / 1M Low: |
0.680 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
0.970 |
| Low (YTD): |
2024-05-29 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
