Morgan Stanley Call 160 LEN 20.12.../  DE000MB3AEN1  /

Stuttgart
2024-06-14  6:12:35 PM Chg.+0.01 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.33EUR +0.76% -
Bid Size: -
-
Ask Size: -
Lennar Corp 160.00 - 2024-12-20 Call
 

Master data

WKN: MB3AEN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.28
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.27
Parity: -1.51
Time value: 1.41
Break-even: 174.10
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 1.44%
Delta: 0.47
Theta: -0.06
Omega: 4.80
Rho: 0.28
 

Quote data

Open: 1.30
High: 1.33
Low: 1.30
Previous Close: 1.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.53%
1 Month
  -37.56%
3 Months
  -27.32%
YTD
  -8.90%
1 Year  
+56.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 1.25
1M High / 1M Low: 2.13 1.25
6M High / 6M Low: 2.64 1.24
High (YTD): 2024-03-28 2.64
Low (YTD): 2024-01-24 1.24
52W High: 2024-03-28 2.64
52W Low: 2023-10-30 0.26
Avg. price 1W:   1.35
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
Avg. volume 1M:   0.00
Avg. price 6M:   1.70
Avg. volume 6M:   0.00
Avg. price 1Y:   1.20
Avg. volume 1Y:   0.00
Volatility 1M:   145.62%
Volatility 6M:   138.46%
Volatility 1Y:   150.98%
Volatility 3Y:   -