Morgan Stanley Call 160 LEN 20.12.2024
/ DE000MB3AEN1
Morgan Stanley Call 160 LEN 20.12.../ DE000MB3AEN1 /
| 11/13/2024 8:39:21 PM |
Chg.- |
Bid10:14:30 AM |
Ask10:14:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
- |
1.18
Bid Size: 3,750 |
1.26
Ask Size: 3,750 |
Lennar Corp |
160.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
MB3AEN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/6/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.28 |
| Parity: |
-0.26 |
| Time value: |
1.22 |
| Break-even: |
172.20 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.52 |
| Theta: |
-0.19 |
| Omega: |
6.67 |
| Rho: |
0.07 |
Quote data
| Open: |
1.16 |
| High: |
1.24 |
| Low: |
1.15 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-48.76% |
| 3 Months |
|
|
-36.41% |
| YTD |
|
|
-15.07% |
| 1 Year |
|
|
+53.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.24 |
| 1M High / 1M Low: |
2.97 |
1.24 |
| 6M High / 6M Low: |
3.27 |
0.60 |
| High (YTD): |
9/19/2024 |
3.27 |
| Low (YTD): |
7/8/2024 |
0.60 |
| 52W High: |
9/19/2024 |
3.27 |
| 52W Low: |
7/8/2024 |
0.60 |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
194.29% |
| Volatility 6M: |
|
206.60% |
| Volatility 1Y: |
|
181.03% |
| Volatility 3Y: |
|
- |
