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

Stuttgart
20/09/2024  17:32:16 Chg.-0.45 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
1.03EUR -30.41% -
Bid Size: -
-
Ask Size: -
Lennar Corp 200.00 USD 21/03/2025 Call
 

Master data

WKN: MG0ZSV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 200.00 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: 16.16
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -1.60
Time value: 1.01
Break-even: 189.26
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 3.06%
Delta: 0.42
Theta: -0.05
Omega: 6.73
Rho: 0.29
 

Quote data

Open: 1.13
High: 1.13
Low: 1.03
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.90%
1 Month
  -4.63%
3 Months  
+194.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 1.03
1M High / 1M Low: 1.48 0.94
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -