Morgan Stanley Call 210 LEN 21.03.../  DE000MG0ZSW0  /

Stuttgart
17/09/2024  12:06:34 Chg.+0.03 Bid17/09/2024 Ask17/09/2024 Underlying Strike price Expiration date Option type
1.04EUR +2.97% 1.04
Bid Size: 1,000
1.13
Ask Size: 1,000
Lennar Corp 210.00 USD 21/03/2025 Call
 

Master data

WKN: MG0ZSW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 21/03/2025
Issue date: 28/03/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.72
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -2.05
Time value: 1.07
Break-even: 199.39
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 2.88%
Delta: 0.40
Theta: -0.05
Omega: 6.29
Rho: 0.29
 

Quote data

Open: 1.04
High: 1.04
Low: 1.04
Previous Close: 1.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.06%
1 Month  
+65.08%
3 Months  
+141.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.01 0.69
1M High / 1M Low: 1.01 0.67
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.85
Avg. volume 1W:   0.00
Avg. price 1M:   0.83
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -