Morgan Stanley Call 160 LEN 21.06.2024
/ DE000MB2DNS7
Morgan Stanley Call 160 LEN 21.06.../ DE000MB2DNS7 /
2024-05-23 9:27:58 PM |
Chg.- |
Bid11:51:32 AM |
Ask11:51:32 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: |
35.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.27 |
Parity: |
-1.71 |
Time value: |
0.40 |
Break-even: |
164.00 |
Moneyness: |
0.89 |
Premium: |
0.15 |
Premium p.a.: |
5.01 |
Spread abs.: |
0.02 |
Spread %: |
5.26% |
Delta: |
0.29 |
Theta: |
-0.15 |
Omega: |
10.26 |
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: |
|
- |