Morgan Stanley Call 220 LEN 20.06.2025
/ DE000MJ0BZ82
Morgan Stanley Call 220 LEN 20.06.../ DE000MJ0BZ82 /
11/15/2024 8:47:20 PM |
Chg.+0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+2.27% |
- Bid Size: - |
- Ask Size: - |
Lennar Corp |
220.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
MJ0BZ8 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
8/27/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
35.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.28 |
Parity: |
-4.86 |
Time value: |
0.45 |
Break-even: |
213.47 |
Moneyness: |
0.77 |
Premium: |
0.33 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.02 |
Spread %: |
4.65% |
Delta: |
0.21 |
Theta: |
-0.03 |
Omega: |
7.54 |
Rho: |
0.17 |
Quote data
Open: |
0.400 |
High: |
0.450 |
Low: |
0.400 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-48.28% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.370 |
1M High / 1M Low: |
0.910 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.531 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
251.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |