Morgan Stanley Call 210 LEN 20.09.../  DE000ME9ZJ86  /

Stuttgart
2024-05-22  8:30:56 PM Chg.- Bid12:00:47 PM Ask12:00:47 PM Underlying Strike price Expiration date Option type
0.100EUR - 0.076
Bid Size: 1,000
0.164
Ask Size: 1,000
Lennar Corp 210.00 USD 2024-09-20 Call
 

Master data

WKN: ME9ZJ8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-11
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 109.92
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -5.00
Time value: 0.13
Break-even: 195.30
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 1.53
Spread abs.: 0.03
Spread %: 33.67%
Delta: 0.10
Theta: -0.02
Omega: 11.08
Rho: 0.04
 

Quote data

Open: 0.115
High: 0.117
Low: 0.100
Previous Close: 0.138
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.75%
1 Month
  -32.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.181 0.100
1M High / 1M Low: 0.200 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.151
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -