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

Stuttgart
8/14/2024  5:59:03 PM Chg.-0.05 Bid7:15:27 PM Ask7:15:27 PM Underlying Strike price Expiration date Option type
1.91EUR -2.55% 1.86
Bid Size: 50,000
1.89
Ask Size: 50,000
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: 7.83
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 0.03
Implied volatility: 0.38
Historic volatility: 0.28
Parity: 0.03
Time value: 1.95
Break-even: 174.40
Moneyness: 1.00
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 1.54%
Delta: 0.59
Theta: -0.05
Omega: 4.62
Rho: 0.43
 

Quote data

Open: 1.93
High: 1.93
Low: 1.91
Previous Close: 1.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.06%
1 Month  
+38.41%
3 Months  
+15.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 1.88
1M High / 1M Low: 2.62 1.44
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.95
Avg. volume 1W:   0.00
Avg. price 1M:   2.09
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -