Morgan Stanley Call 240 LEN 21.03.../  DE000MG0ZSY6  /

Stuttgart
20/09/2024  17:32:21 Chg.-0.170 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.280EUR -37.78% -
Bid Size: -
-
Ask Size: -
Lennar Corp 240.00 USD 21/03/2025 Call
 

Master data

WKN: MG0ZSY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 240.00 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: 56.28
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -5.18
Time value: 0.29
Break-even: 217.89
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.79
Spread abs.: 0.03
Spread %: 11.54%
Delta: 0.16
Theta: -0.03
Omega: 9.02
Rho: 0.12
 

Quote data

Open: 0.219
High: 0.280
Low: 0.219
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.21%
1 Month
  -17.65%
3 Months  
+135.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.280
1M High / 1M Low: 0.460 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.402
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -