Morgan Stanley Call 150 LEN 21.03.../  DE000MG29ME3  /

Stuttgart
6/19/2024  6:57:45 PM Chg.- Bid12:43:28 PM Ask12:43:28 PM Underlying Strike price Expiration date Option type
1.65EUR - 1.72
Bid Size: 2,000
1.79
Ask Size: 2,000
Lennar Corp 150.00 USD 3/21/2025 Call
 

Master data

WKN: MG29ME
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 3/21/2025
Issue date: 4/12/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.19
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -0.12
Time value: 1.69
Break-even: 156.47
Moneyness: 0.99
Premium: 0.13
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 2.42%
Delta: 0.58
Theta: -0.03
Omega: 4.77
Rho: 0.48
 

Quote data

Open: 1.64
High: 1.65
Low: 1.64
Previous Close: 1.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.67%
1 Month
  -43.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.33 1.65
1M High / 1M Low: 2.93 1.65
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.00
Avg. volume 1W:   0.00
Avg. price 1M:   2.24
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -