Morgan Stanley Call 140 LEN 21.06.../  DE000MB0YLQ5  /

EUWAX
2024-05-10  9:13:09 PM Chg.+0.23 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.35EUR +10.85% -
Bid Size: -
-
Ask Size: -
Lennar Corp 140.00 - 2024-06-21 Call
 

Master data

WKN: MB0YLQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2022-11-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.46
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.13
Implied volatility: 0.87
Historic volatility: 0.27
Parity: 1.13
Time value: 1.21
Break-even: 163.40
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.99
Spread abs.: 0.02
Spread %: 0.86%
Delta: 0.67
Theta: -0.20
Omega: 4.30
Rho: 0.09
 

Quote data

Open: 2.20
High: 2.35
Low: 2.20
Previous Close: 2.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.34%
1 Month  
+6.33%
3 Months  
+21.13%
YTD  
+34.29%
1 Year  
+205.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.35 1.98
1M High / 1M Low: 2.35 1.37
6M High / 6M Low: 3.23 0.62
High (YTD): 2024-03-28 3.23
Low (YTD): 2024-04-19 1.37
52W High: 2024-03-28 3.23
52W Low: 2023-10-30 0.22
Avg. price 1W:   2.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   0.00
Avg. price 6M:   1.82
Avg. volume 6M:   0.00
Avg. price 1Y:   1.23
Avg. volume 1Y:   0.00
Volatility 1M:   165.11%
Volatility 6M:   154.24%
Volatility 1Y:   156.47%
Volatility 3Y:   -