Morgan Stanley Call 150 LEN 20.12.2024
/ DE000MB6EQG4
Morgan Stanley Call 150 LEN 20.12.../ DE000MB6EQG4 /
| 20/09/2024 18:06:09 |
Chg.-0.66 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.40EUR |
-16.26% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
150.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB6EQG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
22/05/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.27 |
| Parity: |
1.32 |
| Time value: |
1.99 |
| Break-even: |
183.10 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.03 |
| Spread %: |
0.91% |
| Delta: |
0.67 |
| Theta: |
-0.14 |
| Omega: |
3.29 |
| Rho: |
0.19 |
Quote data
| Open: |
3.51 |
| High: |
3.51 |
| Low: |
3.40 |
| Previous Close: |
4.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.36% |
| 1 Month |
|
|
+6.58% |
| 3 Months |
|
|
+137.76% |
| YTD |
|
|
+78.95% |
| 1 Year |
|
|
+385.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.40 |
| 1M High / 1M Low: |
4.06 |
2.88 |
| 6M High / 6M Low: |
4.06 |
0.94 |
| High (YTD): |
19/09/2024 |
4.06 |
| Low (YTD): |
08/07/2024 |
0.94 |
| 52W High: |
19/09/2024 |
4.06 |
| 52W Low: |
25/10/2023 |
0.36 |
| Avg. price 1W: |
|
3.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.96 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
117.84% |
| Volatility 6M: |
|
145.31% |
| Volatility 1Y: |
|
151.79% |
| Volatility 3Y: |
|
- |
