Morgan Stanley Call 150 LEN 21.03.../  DE000MG29ME3  /

Stuttgart
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:   -