Morgan Stanley Call 170 LEN 21.03.../  DE000MG0ZSS8  /

Stuttgart
23/05/2024  11:51:53 Chg.-0.11 Bid13:18:28 Ask13:18:28 Underlying Strike price Expiration date Option type
1.33EUR -7.64% 1.36
Bid Size: 1,000
1.49
Ask Size: 1,000
Lennar Corp 170.00 USD 21/03/2025 Call
 

Master data

WKN: MG0ZSS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 21/03/2025
Issue date: 28/03/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.00
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -1.30
Time value: 1.44
Break-even: 171.44
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.23
Spread abs.: 0.07
Spread %: 5.11%
Delta: 0.49
Theta: -0.04
Omega: 4.90
Rho: 0.47
 

Quote data

Open: 1.33
High: 1.33
Low: 1.33
Previous Close: 1.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.49%
1 Month
  -14.74%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.97 1.44
1M High / 1M Low: 2.01 1.42
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.77
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -