Morgan Stanley Call 200 LEN 21.03.../  DE000MG0ZSV2  /

Stuttgart
2024-06-05  6:05:32 PM Chg.+0.030 Bid8:46:41 PM Ask8:46:41 PM Underlying Strike price Expiration date Option type
0.640EUR +4.92% 0.630
Bid Size: 25,000
0.640
Ask Size: 25,000
Lennar Corp 200.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZSV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 200.00 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: 22.65
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -3.89
Time value: 0.64
Break-even: 190.19
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.41
Spread abs.: 0.05
Spread %: 8.47%
Delta: 0.28
Theta: -0.03
Omega: 6.40
Rho: 0.27
 

Quote data

Open: 0.610
High: 0.640
Low: 0.610
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.61%
1 Month
  -11.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.490
1M High / 1M Low: 0.950 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.699
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -