Morgan Stanley Call 140 LEN 20.12.../  DE000MB3V9A0  /

Stuttgart
2024-06-14  8:11:27 PM Chg.+0.02 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.45EUR +0.82% -
Bid Size: -
-
Ask Size: -
Lennar Corp 140.00 - 2024-12-20 Call
 

Master data

WKN: MB3V9A
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.84
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 0.49
Implied volatility: 0.52
Historic volatility: 0.27
Parity: 0.49
Time value: 1.99
Break-even: 164.80
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 0.81%
Delta: 0.63
Theta: -0.06
Omega: 3.67
Rho: 0.34
 

Quote data

Open: 2.43
High: 2.45
Low: 2.36
Previous Close: 2.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.26%
1 Month
  -27.30%
3 Months
  -12.81%
YTD  
+2.08%
1 Year  
+78.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.54 2.27
1M High / 1M Low: 3.37 2.27
6M High / 6M Low: 3.95 2.11
High (YTD): 2024-03-28 3.95
Low (YTD): 2024-01-24 2.11
52W High: 2024-03-28 3.95
52W Low: 2023-10-30 0.53
Avg. price 1W:   2.43
Avg. volume 1W:   0.00
Avg. price 1M:   2.65
Avg. volume 1M:   0.00
Avg. price 6M:   2.76
Avg. volume 6M:   5.65
Avg. price 1Y:   1.98
Avg. volume 1Y:   7.27
Volatility 1M:   104.67%
Volatility 6M:   108.81%
Volatility 1Y:   118.12%
Volatility 3Y:   -