Morgan Stanley Call 160 LEN 20.12.2024
/ DE000MB3AEN1
Morgan Stanley Call 160 LEN 20.12.../ DE000MB3AEN1 /
| 2024-05-22 6:50:52 PM |
Chg.- |
Bid11:41:03 AM |
Ask11:41:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
- |
1.42
Bid Size: 1,000 |
1.51
Ask Size: 1,000 |
Lennar Corp |
160.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB3AEN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
-1.60 |
| Time value: |
1.49 |
| Break-even: |
174.90 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
2.05% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
4.56 |
| Rho: |
0.31 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.54 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.70% |
| 1 Month |
|
|
-6.10% |
| 3 Months |
|
|
-14.92% |
| YTD |
|
|
+5.48% |
| 1 Year |
|
|
+175.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.54 |
| 1M High / 1M Low: |
2.25 |
1.41 |
| 6M High / 6M Low: |
2.64 |
0.64 |
| High (YTD): |
2024-03-28 |
2.64 |
| Low (YTD): |
2024-01-24 |
1.24 |
| 52W High: |
2024-03-28 |
2.64 |
| 52W Low: |
2023-10-30 |
0.26 |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.15 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
149.09% |
| Volatility 6M: |
|
157.99% |
| Volatility 1Y: |
|
148.78% |
| Volatility 3Y: |
|
- |
