Morgan Stanley Call 150 LEN 20.12.2024
/ DE000MB6EQG4
Morgan Stanley Call 150 LEN 20.12.../ DE000MB6EQG4 /
| 2024-06-05 6:45:31 PM |
Chg.+0.05 |
Bid9:27:25 PM |
Ask9:27:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
+2.46% |
2.10
Bid Size: 25,000 |
2.11
Ask Size: 25,000 |
Lennar Corp |
150.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB6EQG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.27 |
| Parity: |
-0.51 |
| Time value: |
2.24 |
| Break-even: |
172.40 |
| Moneyness: |
0.97 |
| Premium: |
0.19 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
0.90% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
3.66 |
| Rho: |
0.32 |
Quote data
| Open: |
2.02 |
| High: |
2.08 |
| Low: |
2.02 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.86% |
| 1 Month |
|
|
-6.31% |
| 3 Months |
|
|
-20.31% |
| YTD |
|
|
+9.47% |
| 1 Year |
|
|
+153.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.75 |
| 1M High / 1M Low: |
2.87 |
1.75 |
| 6M High / 6M Low: |
3.25 |
1.09 |
| High (YTD): |
2024-03-28 |
3.25 |
| Low (YTD): |
2024-01-24 |
1.66 |
| 52W High: |
2024-03-28 |
3.25 |
| 52W Low: |
2023-10-25 |
0.36 |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
143.25% |
| Volatility 6M: |
|
142.87% |
| Volatility 1Y: |
|
142.13% |
| Volatility 3Y: |
|
- |
