Morgan Stanley Call 115 LEN 20.12.2024
/ DE000MB3V954
Morgan Stanley Call 115 LEN 20.12.../ DE000MB3V954 /
| 2024-05-23 8:23:55 AM |
Chg.-0.07 |
Bid12:14:17 PM |
Ask12:14:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.32EUR |
-1.59% |
4.27
Bid Size: 1,000 |
4.36
Ask Size: 1,000 |
Lennar Corp |
115.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB3V95 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.27 |
| Parity: |
2.90 |
| Time value: |
1.46 |
| Break-even: |
158.60 |
| Moneyness: |
1.25 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
0.69% |
| Delta: |
0.77 |
| Theta: |
-0.06 |
| Omega: |
2.55 |
| Rho: |
0.39 |
Quote data
| Open: |
4.32 |
| High: |
4.32 |
| Low: |
4.32 |
| Previous Close: |
4.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
-4.00% |
| YTD |
|
|
+8.82% |
| 1 Year |
|
|
+155.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.28 |
4.39 |
| 1M High / 1M Low: |
5.51 |
4.15 |
| 6M High / 6M Low: |
5.86 |
2.39 |
| High (YTD): |
2024-03-28 |
5.86 |
| Low (YTD): |
2024-01-24 |
3.67 |
| 52W High: |
2024-03-28 |
5.86 |
| 52W Low: |
2023-10-30 |
1.22 |
| Avg. price 1W: |
|
5.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.31 |
| Avg. volume 6M: |
|
32.08 |
| Avg. price 1Y: |
|
3.21 |
| Avg. volume 1Y: |
|
16.71 |
| Volatility 1M: |
|
88.79% |
| Volatility 6M: |
|
92.56% |
| Volatility 1Y: |
|
93.94% |
| Volatility 3Y: |
|
- |
