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

Stuttgart
6/19/2024  6:43:31 PM Chg.-0.090 Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
0.880EUR -9.28% -
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: 14.28
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -2.15
Time value: 0.97
Break-even: 169.70
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 2.11%
Delta: 0.39
Theta: -0.05
Omega: 5.59
Rho: 0.22
 

Quote data

Open: 0.870
High: 0.880
Low: 0.870
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.54%
1 Month
  -56.44%
3 Months
  -53.44%
YTD
  -39.73%
1 Year  
+3.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.480 0.970
1M High / 1M Low: 2.050 0.970
6M High / 6M Low: 2.640 0.970
High (YTD): 3/28/2024 2.640
Low (YTD): 6/18/2024 0.970
52W High: 3/28/2024 2.640
52W Low: 10/30/2023 0.260
Avg. price 1W:   1.298
Avg. volume 1W:   0.000
Avg. price 1M:   1.459
Avg. volume 1M:   0.000
Avg. price 6M:   1.698
Avg. volume 6M:   0.000
Avg. price 1Y:   1.200
Avg. volume 1Y:   0.000
Volatility 1M:   176.70%
Volatility 6M:   144.21%
Volatility 1Y:   153.73%
Volatility 3Y:   -