Morgan Stanley Call 140 LEN 20.12.2024
/ DE000MB3V9A0
Morgan Stanley Call 140 LEN 20.12.../ DE000MB3V9A0 /
| 23/05/2024 08:23:56 |
Chg.-0.06 |
Bid12:55:36 |
Ask12:55:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
-2.32% |
2.50
Bid Size: 1,250 |
2.58
Ask Size: 1,250 |
Lennar Corp |
140.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB3V9A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.27 |
| Parity: |
0.40 |
| Time value: |
2.16 |
| Break-even: |
165.60 |
| Moneyness: |
1.03 |
| Premium: |
0.15 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
1.19% |
| Delta: |
0.63 |
| Theta: |
-0.06 |
| Omega: |
3.53 |
| Rho: |
0.37 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.93% |
| 1 Month |
|
|
-6.99% |
| 3 Months |
|
|
-9.96% |
| YTD |
|
|
+5.42% |
| 1 Year |
|
|
+181.11% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
2.59 |
| 1M High / 1M Low: |
3.57 |
2.45 |
| 6M High / 6M Low: |
3.95 |
1.22 |
| High (YTD): |
28/03/2024 |
3.95 |
| Low (YTD): |
24/01/2024 |
2.11 |
| 52W High: |
28/03/2024 |
3.95 |
| 52W Low: |
30/10/2023 |
0.53 |
| Avg. price 1W: |
|
3.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.65 |
| Avg. volume 6M: |
|
14.95 |
| Avg. price 1Y: |
|
1.89 |
| Avg. volume 1Y: |
|
7.24 |
| Volatility 1M: |
|
125.43% |
| Volatility 6M: |
|
113.86% |
| Volatility 1Y: |
|
118.43% |
| Volatility 3Y: |
|
- |
