Morgan Stanley Call 200 LEN 21.03.../  DE000MG0ZSV2  /

Stuttgart
11/6/2024  11:34:50 AM Chg.+0.180 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.890EUR +25.35% -
Bid Size: -
-
Ask Size: -
Lennar Corp 200.00 USD 3/21/2025 Call
 

Master data

WKN: MG0ZSV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 200.00 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: 21.33
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -2.08
Time value: 0.76
Break-even: 190.52
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 2.70%
Delta: 0.35
Theta: -0.05
Omega: 7.51
Rho: 0.18
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.81%
1 Month  
+4.71%
3 Months
  -21.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.530
1M High / 1M Low: 1.110 0.450
6M High / 6M Low: 1.480 0.225
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.741
Avg. volume 1M:   0.000
Avg. price 6M:   0.805
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.96%
Volatility 6M:   205.28%
Volatility 1Y:   -
Volatility 3Y:   -