Morgan Stanley Call 170 LEN 20.12.2024
/ DE000MB8XAL4
Morgan Stanley Call 170 LEN 20.12.../ DE000MB8XAL4 /
| 2024-06-05 3:07:14 PM |
Chg.+0.01 |
Bid3:22:15 PM |
Ask3:22:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+0.90% |
1.12
Bid Size: 1,000 |
1.19
Ask Size: 1,000 |
Lennar Corp |
170.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MB8XAL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-1.13 |
| Time value: |
1.13 |
| Break-even: |
167.52 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
3.67% |
| Delta: |
0.46 |
| Theta: |
-0.04 |
| Omega: |
5.95 |
| Rho: |
0.30 |
Quote data
| Open: |
1.11 |
| High: |
1.12 |
| Low: |
1.11 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
-27.74% |
| YTD |
|
|
+5.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.91 |
| 1M High / 1M Low: |
1.75 |
0.91 |
| 6M High / 6M Low: |
2.12 |
0.56 |
| High (YTD): |
2024-03-28 |
2.12 |
| Low (YTD): |
2024-01-24 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.42% |
| Volatility 6M: |
|
182.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
