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Morgan Stanley Call 160 LEN 21.06.../  DE000MB2DNS7  /

Stuttgart
2024-05-10  6:04:25 PM Chg.+0.090 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.840EUR +12.00% -
Bid Size: -		 -
Ask Size: -		 Lennar Corp 160.00 - 2024-06-21 Call
 

Master data

WKN: MB2DNS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-01-13
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.19
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.27
Parity: -0.87
Time value: 0.88
Break-even: 168.80
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 1.66
Spread abs.: 0.02
Spread %: 2.33%
Delta: 0.44
Theta: -0.15
Omega: 7.52
Rho: 0.06
 

Quote data

Open: 0.780
High: 0.840
Low: 0.780
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.31%
1 Month
  -8.70%
3 Months
  -5.62%
YTD  
+6.33%
1 Year  
+115.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.660
1M High / 1M Low: 0.920 0.450
6M High / 6M Low: 1.720 0.226
High (YTD): 2024-03-28 1.720
Low (YTD): 2024-04-19 0.450
52W High: 2024-03-28 1.720
52W Low: 2023-10-25 0.081
Avg. price 1W:   0.776
Avg. volume 1W:   0.000
Avg. price 1M:   0.660
Avg. volume 1M:   0.000
Avg. price 6M:   0.795
Avg. volume 6M:   0.000
Avg. price 1Y:   0.548
Avg. volume 1Y:   0.000
Volatility 1M:   251.27%
Volatility 6M:   238.64%
Volatility 1Y:   209.21%
Volatility 3Y:   -