Morgan Stanley Call 190 LEN 21.03.../  DE000MG0ZSU4  /

Stuttgart
2024-05-23  11:51:53 AM Chg.-0.070 Bid2:36:13 PM Ask2:36:13 PM Underlying Strike price Expiration date Option type
0.760EUR -8.43% 0.780
Bid Size: 1,000
0.890
Ask Size: 1,000
Lennar Corp 190.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZSU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.14
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -3.15
Time value: 0.84
Break-even: 183.92
Moneyness: 0.82
Premium: 0.28
Premium p.a.: 0.34
Spread abs.: 0.05
Spread %: 6.33%
Delta: 0.34
Theta: -0.03
Omega: 5.86
Rho: 0.34
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.19%
1 Month
  -18.28%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.830
1M High / 1M Low: 1.240 0.830
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.977
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -