Morgan Stanley Call 240 LEN 20.12.2024
/ DE000ME5M5D5
Morgan Stanley Call 240 LEN 20.12.../ DE000ME5M5D5 /
2024-05-23 1:34:24 PM |
Chg.-0.021 |
Bid1:40:59 PM |
Ask1:40:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.096EUR |
-17.95% |
0.096 Bid Size: 1,000 |
0.181 Ask Size: 1,000 |
Lennar Corp |
240.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME5M5D |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
100.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
-7.77 |
Time value: |
0.14 |
Break-even: |
223.15 |
Moneyness: |
0.65 |
Premium: |
0.55 |
Premium p.a.: |
1.13 |
Spread abs.: |
0.03 |
Spread %: |
25.22% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
8.78 |
Rho: |
0.06 |
Quote data
Open: |
0.096 |
High: |
0.096 |
Low: |
0.096 |
Previous Close: |
0.117 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.83% |
1 Month |
|
|
-34.25% |
3 Months |
|
|
-55.76% |
YTD |
|
|
-33.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.174 |
0.117 |
1M High / 1M Low: |
0.193 |
0.117 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-07 |
0.330 |
Low (YTD): |
2024-01-24 |
0.116 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.142 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |