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Morgan Stanley Call 150 LEN 21.06.../  DE000MB4JUX5  /

Stuttgart
2024-05-23  12:13:09 PM Chg.-0.15 Bid2:53:53 PM Ask2:53:53 PM Underlying Strike price Expiration date Option type
0.90EUR -14.29% 0.92
Bid Size: 1,000		 1.01
Ask Size: 1,000		 Lennar Corp 150.00 - 2024-06-21 Call
 

Master data

WKN: MB4JUX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2023-03-17
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.00
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.27
Parity: -0.60
Time value: 0.96
Break-even: 159.60
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 2.65
Spread abs.: 0.03
Spread %: 3.23%
Delta: 0.47
Theta: -0.21
Omega: 7.04
Rho: 0.05
 

Quote data

Open: 0.90
High: 0.90
Low: 0.90
Previous Close: 1.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.55%
1 Month
  -23.08%
3 Months
  -38.78%
YTD
  -25.62%
1 Year  
+143.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.82 1.05
1M High / 1M Low: 1.90 0.96
6M High / 6M Low: 2.44 0.38
High (YTD): 2024-03-28 2.44
Low (YTD): 2024-04-19 0.82
52W High: 2024-03-28 2.44
52W Low: 2023-10-25 0.13
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.33
Avg. volume 1M:   0.00
Avg. price 6M:   1.31
Avg. volume 6M:   0.00
Avg. price 1Y:   0.88
Avg. volume 1Y:   0.00
Volatility 1M:   218.92%
Volatility 6M:   220.59%
Volatility 1Y:   203.67%
Volatility 3Y:   -