Morgan Stanley Call 170 LEN 20.12.../  DE000MB8XAL4  /

Stuttgart
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:   -