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Morgan Stanley Call 150 LEN 21.06.../  DE000MB4JUX5  /

Stuttgart
2024-05-24  6:05:11 PM Chg.+0.090 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.910EUR +10.98% -
Bid Size: -		 -
Ask Size: -		 Lennar Corp 150.00 - 2024-06-21 Call
 

Master data

WKN: MB4JUX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2023-03-17
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.43
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.27
Parity: -0.71
Time value: 0.87
Break-even: 158.70
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 2.92
Spread abs.: 0.02
Spread %: 2.35%
Delta: 0.45
Theta: -0.21
Omega: 7.40
Rho: 0.04
 

Quote data

Open: 0.840
High: 0.910
Low: 0.840
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.83%
1 Month
  -9.90%
3 Months
  -38.10%
YTD
  -24.79%
1 Year  
+133.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 0.820
1M High / 1M Low: 1.900 0.820
6M High / 6M Low: 2.440 0.380
High (YTD): 2024-03-28 2.440
Low (YTD): 2024-05-23 0.820
52W High: 2024-03-28 2.440
52W Low: 2023-10-25 0.129
Avg. price 1W:   1.310
Avg. volume 1W:   0.000
Avg. price 1M:   1.313
Avg. volume 1M:   0.000
Avg. price 6M:   1.317
Avg. volume 6M:   0.000
Avg. price 1Y:   0.878
Avg. volume 1Y:   0.000
Volatility 1M:   227.23%
Volatility 6M:   222.98%
Volatility 1Y:   204.88%
Volatility 3Y:   -