Morgan Stanley Call 150 LEN 20.12.2024
/ DE000MB6EQG4
Morgan Stanley Call 150 LEN 20.12.../ DE000MB6EQG4 /
| 2024-09-25 6:21:53 PM |
Chg.-0.11 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
-3.25% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
150.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB6EQG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.27 |
| Parity: |
1.46 |
| Time value: |
1.98 |
| Break-even: |
184.40 |
| Moneyness: |
1.10 |
| Premium: |
0.12 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.03 |
| Spread %: |
0.88% |
| Delta: |
0.67 |
| Theta: |
-0.15 |
| Omega: |
3.22 |
| Rho: |
0.18 |
Quote data
| Open: |
3.28 |
| High: |
3.28 |
| Low: |
3.27 |
| Previous Close: |
3.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.03% |
| 1 Month |
|
|
-7.63% |
| 3 Months |
|
|
+168.03% |
| YTD |
|
|
+72.11% |
| 1 Year |
|
|
+360.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.38 |
| 1M High / 1M Low: |
4.06 |
2.88 |
| 6M High / 6M Low: |
4.06 |
0.94 |
| High (YTD): |
2024-09-19 |
4.06 |
| Low (YTD): |
2024-07-08 |
0.94 |
| 52W High: |
2024-09-19 |
4.06 |
| 52W Low: |
2023-10-25 |
0.36 |
| Avg. price 1W: |
|
3.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
114.75% |
| Volatility 6M: |
|
145.40% |
| Volatility 1Y: |
|
151.85% |
| Volatility 3Y: |
|
- |
