Morgan Stanley Call 170 LEN 20.12.2024
/ DE000MB8XAL4
Morgan Stanley Call 170 LEN 20.12.../ DE000MB8XAL4 /
2024-06-14 8:23:50 PM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+1.02% |
- Bid Size: - |
- Ask Size: - |
Lennar Corp |
170.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
MB8XAL |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-18 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
-1.39 |
Time value: |
1.02 |
Break-even: |
169.01 |
Moneyness: |
0.91 |
Premium: |
0.17 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.02 |
Spread %: |
2.00% |
Delta: |
0.43 |
Theta: |
-0.04 |
Omega: |
6.17 |
Rho: |
0.27 |
Quote data
Open: |
0.970 |
High: |
0.990 |
Low: |
0.920 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.21% |
1 Month |
|
|
-38.51% |
3 Months |
|
|
-26.12% |
YTD |
|
|
-6.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.900 |
1M High / 1M Low: |
1.610 |
0.900 |
6M High / 6M Low: |
2.120 |
0.890 |
High (YTD): |
2024-03-28 |
2.120 |
Low (YTD): |
2024-01-24 |
0.890 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.968 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.119 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.299 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.81% |
Volatility 6M: |
|
153.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |