Morgan Stanley Call 180 LEN 21.03.../  DE000MG0ZST6  /

Stuttgart
2024-05-24  5:56:40 PM Chg.+0.05 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.03EUR +5.10% -
Bid Size: -
-
Ask Size: -
Lennar Corp 180.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZST
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.11
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -2.18
Time value: 1.10
Break-even: 176.94
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.28
Spread abs.: 0.06
Spread %: 5.77%
Delta: 0.41
Theta: -0.03
Omega: 5.43
Rho: 0.40
 

Quote data

Open: 0.97
High: 1.03
Low: 0.97
Previous Close: 0.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.45%
1 Month
  -12.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 0.98
1M High / 1M Low: 1.59 0.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.27
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -