Morgan Stanley Call 150 LEN 21.03.2025
/ DE000MG29ME3
Morgan Stanley Call 150 LEN 21.03.../ DE000MG29ME3 /
11/6/2024 8:12:43 PM |
Chg.-0.61 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.47EUR |
-19.81% |
- Bid Size: - |
- Ask Size: - |
Lennar Corp |
150.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
MG29ME |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
4/12/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.83 |
Intrinsic value: |
2.49 |
Implied volatility: |
0.44 |
Historic volatility: |
0.27 |
Parity: |
2.49 |
Time value: |
0.75 |
Break-even: |
169.59 |
Moneyness: |
1.18 |
Premium: |
0.05 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
0.62% |
Delta: |
0.79 |
Theta: |
-0.05 |
Omega: |
3.95 |
Rho: |
0.35 |
Quote data
Open: |
3.21 |
High: |
3.21 |
Low: |
2.47 |
Previous Close: |
3.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.41% |
1 Month |
|
|
-29.23% |
3 Months |
|
|
-27.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.08 |
2.71 |
1M High / 1M Low: |
4.22 |
2.61 |
6M High / 6M Low: |
4.38 |
1.27 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.93% |
Volatility 6M: |
|
125.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |