Morgan Stanley Call 170 DHI 20.09.../  DE000ME4N2L5  /

Stuttgart
2024-06-10  8:18:03 PM Chg.+0.006 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.189EUR +3.28% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 170.00 USD 2024-09-20 Call
 

Master data

WKN: ME4N2L
Issuer: Morgan Stanley
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 74.76
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -2.76
Time value: 0.17
Break-even: 159.46
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.07
Spread abs.: 0.01
Spread %: 6.10%
Delta: 0.16
Theta: -0.03
Omega: 12.05
Rho: 0.05
 

Quote data

Open: 0.147
High: 0.189
Low: 0.139
Previous Close: 0.183
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.63%
1 Month
  -56.05%
3 Months
  -76.08%
YTD
  -80.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.183
1M High / 1M Low: 0.610 0.179
6M High / 6M Low: 1.280 0.179
High (YTD): 2024-03-28 1.280
Low (YTD): 2024-05-29 0.179
52W High: - -
52W Low: - -
Avg. price 1W:   0.215
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.660
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   357.25%
Volatility 6M:   242.53%
Volatility 1Y:   -
Volatility 3Y:   -