Morgan Stanley Call 210 LEN 21.03.../  DE000MG0ZSW0  /

Stuttgart
2024-05-23  11:51:53 AM Chg.-0.040 Bid1:06:55 PM Ask1:06:55 PM Underlying Strike price Expiration date Option type
0.420EUR -8.70% 0.420
Bid Size: 1,000
0.520
Ask Size: 1,000
Lennar Corp 210.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZSW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 210.00 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: 29.39
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -5.00
Time value: 0.49
Break-even: 198.89
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.48
Spread abs.: 0.05
Spread %: 11.36%
Delta: 0.23
Theta: -0.02
Omega: 6.67
Rho: 0.23
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -23.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.460
1M High / 1M Low: 0.720 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.616
Avg. volume 1W:   0.000
Avg. price 1M:   0.561
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -