Morgan Stanley Call 160 LEN 20.12.2024
/ DE000MB3AEN1
Morgan Stanley Call 160 LEN 20.12.../ DE000MB3AEN1 /
| 9/20/2024 6:04:50 PM |
Chg.-0.63 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-19.27% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
160.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
MB3AEN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/6/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.27 |
| Parity: |
0.32 |
| Time value: |
2.24 |
| Break-even: |
185.60 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.03 |
| Spread %: |
1.19% |
| Delta: |
0.60 |
| Theta: |
-0.13 |
| Omega: |
3.84 |
| Rho: |
0.18 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.64 |
| Previous Close: |
3.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.41% |
| 1 Month |
|
|
+5.18% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
+80.82% |
| 1 Year |
|
|
+407.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.27 |
2.64 |
| 1M High / 1M Low: |
3.27 |
2.22 |
| 6M High / 6M Low: |
3.27 |
0.60 |
| High (YTD): |
9/19/2024 |
3.27 |
| Low (YTD): |
7/8/2024 |
0.60 |
| 52W High: |
9/19/2024 |
3.27 |
| 52W Low: |
10/30/2023 |
0.26 |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
135.97% |
| Volatility 6M: |
|
198.22% |
| Volatility 1Y: |
|
182.03% |
| Volatility 3Y: |
|
- |
