Morgan Stanley Call 170 LEN 21.03.../  DE000MG0ZSS8  /

Stuttgart
19/06/2024  18:50:24 Chg.-0.10 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.90EUR -10.00% -
Bid Size: -
-
Ask Size: -
Lennar Corp 170.00 USD 21/03/2025 Call
 

Master data

WKN: MG0ZSS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 170.00 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: 14.13
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -1.98
Time value: 0.98
Break-even: 168.11
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 2.08%
Delta: 0.41
Theta: -0.03
Omega: 5.75
Rho: 0.35
 

Quote data

Open: 0.88
High: 0.90
Low: 0.88
Previous Close: 1.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -51.35%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.36 1.00
1M High / 1M Low: 1.89 1.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.24
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -