Morgan Stanley Call 200 LEN 21.03.../  DE000MG0ZSV2  /

Stuttgart
2024-05-24  5:56:40 PM Chg.+0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.570EUR +3.64% -
Bid Size: -
-
Ask Size: -
Lennar Corp 200.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZSV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 200.00 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: 22.88
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -4.02
Time value: 0.63
Break-even: 190.68
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.41
Spread abs.: 0.05
Spread %: 8.62%
Delta: 0.28
Theta: -0.03
Omega: 6.37
Rho: 0.28
 

Quote data

Open: 0.540
High: 0.570
Low: 0.540
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.72%
1 Month
  -17.39%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.550
1M High / 1M Low: 0.950 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.736
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -