Morgan Stanley Call 170 LEN 21.03.../  DE000MG0ZSS8  /

Stuttgart
7/5/2024  9:00:40 PM Chg.-0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.640EUR -4.48% -
Bid Size: -
-
Ask Size: -
Lennar Corp 170.00 USD 3/21/2025 Call
 

Master data

WKN: MG0ZSS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 170.00 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: 19.64
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -2.53
Time value: 0.67
Break-even: 163.53
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.33
Theta: -0.03
Omega: 6.54
Rho: 0.26
 

Quote data

Open: 0.670
High: 0.670
Low: 0.630
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.63%
1 Month
  -49.21%
3 Months
  -70.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.640
1M High / 1M Low: 1.360 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.999
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -