Morgan Stanley Call 160 LEN 21.03.2025
/ DE000MG0ZSR0
Morgan Stanley Call 160 LEN 21.03.../ DE000MG0ZSR0 /
| 7/8/2024 6:24:25 PM |
Chg.-0.030 |
Bid7/8/2024 |
Ask7/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-3.30% |
0.880
Bid Size: 50,000 |
0.900
Ask Size: 50,000 |
Lennar Corp |
160.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG0ZSR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-1.60 |
| Time value: |
0.95 |
| Break-even: |
157.30 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
5.86 |
| Rho: |
0.32 |
Quote data
| Open: |
0.890 |
| High: |
0.900 |
| Low: |
0.880 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.12% |
| 1 Month |
|
|
-46.67% |
| 3 Months |
|
|
-66.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.910 |
| 1M High / 1M Low: |
1.770 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
