Morgan Stanley Call 150 LEN 20.12.2024
/ DE000MB6EQG4
Morgan Stanley Call 150 LEN 20.12.../ DE000MB6EQG4 /
2024-05-23 12:48:05 PM |
Chg.-0.14 |
Bid1:21:12 PM |
Ask1:21:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.92EUR |
-6.80% |
1.95 Bid Size: 1,000 |
2.03 Ask Size: 1,000 |
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: |
7.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.27 |
Parity: |
-0.60 |
Time value: |
1.98 |
Break-even: |
169.80 |
Moneyness: |
0.96 |
Premium: |
0.18 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.02 |
Spread %: |
1.02% |
Delta: |
0.55 |
Theta: |
-0.06 |
Omega: |
4.02 |
Rho: |
0.35 |
Quote data
Open: |
1.92 |
High: |
1.92 |
Low: |
1.92 |
Previous Close: |
2.06 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.15% |
1 Month |
|
|
-9.86% |
3 Months |
|
|
-15.79% |
YTD |
|
|
+1.05% |
1 Year |
|
|
+170.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.71 |
2.06 |
1M High / 1M Low: |
2.87 |
1.87 |
6M High / 6M Low: |
3.25 |
0.88 |
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: |
|
2.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.10 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.48 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
135.88% |
Volatility 6M: |
|
141.27% |
Volatility 1Y: |
|
141.76% |
Volatility 3Y: |
|
- |