Morgan Stanley Call 210 LEN 21.03.../  DE000MG0ZSW0  /

Stuttgart
2024-05-24  5:56:40 PM Chg.+0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.420EUR +2.44% -
Bid Size: -
-
Ask Size: -
Lennar Corp 210.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZSW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 210.00 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: 30.04
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -4.94
Time value: 0.48
Break-even: 198.40
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.47
Spread abs.: 0.05
Spread %: 11.63%
Delta: 0.23
Theta: -0.02
Omega: 6.77
Rho: 0.23
 

Quote data

Open: 0.390
High: 0.420
Low: 0.390
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -20.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.410
1M High / 1M Low: 0.720 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -