Morgan Stanley Call 240 LEN 20.12.../  DE000ME5M5D5  /

Stuttgart
2024-06-05  8:07:50 PM Chg.+0.016 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.118EUR +15.69% -
Bid Size: -
-
Ask Size: -
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: 111.49
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -7.56
Time value: 0.13
Break-even: 221.85
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 1.19
Spread abs.: 0.03
Spread %: 27.45%
Delta: 0.08
Theta: -0.02
Omega: 9.22
Rho: 0.06
 

Quote data

Open: 0.101
High: 0.118
Low: 0.101
Previous Close: 0.102
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.63%
1 Month
  -17.48%
3 Months
  -50.83%
YTD
  -18.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.113 0.087
1M High / 1M Low: 0.193 0.080
6M High / 6M Low: - -
High (YTD): 2024-03-07 0.330
Low (YTD): 2024-05-27 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -