Morgan Stanley Call 160 LEN 21.03.../  DE000MG0ZSR0  /

Stuttgart
21/06/2024  17:36:11 Chg.+0.09 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
1.34EUR +7.20% -
Bid Size: -
-
Ask Size: -
Lennar Corp 160.00 USD 21/03/2025 Call
 

Master data

WKN: MG0ZSR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 21/03/2025
Issue date: 28/03/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.91
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -0.79
Time value: 1.43
Break-even: 163.94
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 1.42%
Delta: 0.52
Theta: -0.04
Omega: 5.13
Rho: 0.44
 

Quote data

Open: 1.28
High: 1.34
Low: 1.28
Previous Close: 1.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.18%
1 Month
  -20.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.77 1.23
1M High / 1M Low: 1.99 1.23
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -