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

Stuttgart
14/06/2024  17:39:36 Chg.+0.08 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
1.70EUR +4.94% -
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: 8.09
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -0.46
Time value: 1.79
Break-even: 167.37
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 1.13%
Delta: 0.56
Theta: -0.04
Omega: 4.52
Rho: 0.48
 

Quote data

Open: 1.68
High: 1.70
Low: 1.68
Previous Close: 1.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.03%
1 Month
  -32.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.76 1.60
1M High / 1M Low: 2.51 1.57
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -