Morgan Stanley Call 115 LEN 20.12.2024
/ DE000MB3V954
Morgan Stanley Call 115 LEN 20.12.../ DE000MB3V954 /
| 7/17/2024 8:24:16 AM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.23EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
115.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
MB3V95 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
7/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
4.07 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.28 |
| Parity: |
4.07 |
| Time value: |
1.16 |
| Break-even: |
167.30 |
| Moneyness: |
1.35 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
2.43 |
| Rho: |
0.30 |
Quote data
| Open: |
5.23 |
| High: |
5.23 |
| Low: |
5.23 |
| Previous Close: |
5.27 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+45.28% |
| 3 Months |
|
|
+26.02% |
| YTD |
|
|
+31.74% |
| 1 Year |
|
|
+88.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.27 |
2.99 |
| 6M High / 6M Low: |
5.86 |
2.99 |
| High (YTD): |
3/28/2024 |
5.86 |
| Low (YTD): |
7/5/2024 |
2.99 |
| 52W High: |
3/28/2024 |
5.86 |
| 52W Low: |
10/30/2023 |
1.22 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.46 |
| Avg. volume 6M: |
|
14.15 |
| Avg. price 1Y: |
|
3.48 |
| Avg. volume 1Y: |
|
17.04 |
| Volatility 1M: |
|
131.50% |
| Volatility 6M: |
|
92.55% |
| Volatility 1Y: |
|
98.81% |
| Volatility 3Y: |
|
- |
