OverviewChartNewsTraderScreen

Morgan Stanley Call 160 LEN 21.06.../  DE000MB2DNS7  /

Stuttgart
2024-05-23  9:27:58 PM Chg.- Bid9:21:43 AM Ask9:21:43 AM Underlying Strike price Expiration date Option type
0.360EUR - 0.360
Bid Size: 1,000		 0.440
Ask Size: 1,000		 Lennar Corp 160.00 - 2024-06-21 Call
 

Master data

WKN: MB2DNS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-01-13
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.00
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.27
Parity: -1.60
Time value: 0.45
Break-even: 164.50
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 4.34
Spread abs.: 0.02
Spread %: 4.65%
Delta: 0.31
Theta: -0.16
Omega: 9.84
Rho: 0.03
 

Quote data

Open: 0.400
High: 0.400
Low: 0.360
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.11%
1 Month
  -33.33%
3 Months
  -63.27%
YTD
  -54.43%
1 Year  
+28.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.360
1M High / 1M Low: 1.120 0.360
6M High / 6M Low: 1.720 0.226
High (YTD): 2024-03-28 1.720
Low (YTD): 2024-05-23 0.360
52W High: 2024-03-28 1.720
52W Low: 2023-10-25 0.081
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.714
Avg. volume 1M:   0.000
Avg. price 6M:   0.831
Avg. volume 6M:   0.000
Avg. price 1Y:   0.563
Avg. volume 1Y:   0.000
Volatility 1M:   280.94%
Volatility 6M:   242.01%
Volatility 1Y:   217.50%
Volatility 3Y:   -