Morgan Stanley Call 240 LEN 21.03.../  DE000MG0ZSY6  /

Stuttgart
2024-05-23  11:51:53 AM Chg.-0.030 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
0.170EUR -15.00% 0.170
Bid Size: 1,000
0.270
Ask Size: 1,000
Lennar Corp 240.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZSY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 240.00 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: 60.00
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -7.77
Time value: 0.24
Break-even: 224.11
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.71
Spread abs.: 0.04
Spread %: 22.45%
Delta: 0.12
Theta: -0.02
Omega: 7.46
Rho: 0.13
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.33%
1 Month
  -34.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.200
1M High / 1M Low: 0.310 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -