Morgan Stanley Call 220 LEN 20.09.../  DE000ME9SPW4  /

Stuttgart
2024-05-22  8:27:50 PM Chg.- Bid1:17:33 PM Ask1:17:33 PM Underlying Strike price Expiration date Option type
0.076EUR - 0.054
Bid Size: 1,000
0.137
Ask Size: 1,000
Lennar Corp 220.00 USD 2024-09-20 Call
 

Master data

WKN: ME9SPW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 141.17
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -5.92
Time value: 0.10
Break-even: 204.25
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 1.90
Spread abs.: 0.03
Spread %: 37.84%
Delta: 0.08
Theta: -0.02
Omega: 11.06
Rho: 0.03
 

Quote data

Open: 0.076
High: 0.077
Low: 0.076
Previous Close: 0.098
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.13%
1 Month
  -27.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.119 0.076
1M High / 1M Low: 0.135 0.076
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   259.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -