Morgan Stanley Call 230 LEN 21.03.2025
/ DE000MJ0BZ90
Morgan Stanley Call 230 LEN 21.03.../ DE000MJ0BZ90 /
| 2024-10-04 2:31:51 PM |
Chg.+0.020 |
Bid7:21:06 PM |
Ask7:21:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
0.280
Bid Size: 50,000 |
0.310
Ask Size: 50,000 |
Lennar Corp |
230.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MJ0BZ9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-27 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-3.91 |
| Time value: |
0.42 |
| Break-even: |
212.62 |
| Moneyness: |
0.81 |
| Premium: |
0.26 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.03 |
| Spread %: |
7.69% |
| Delta: |
0.22 |
| Theta: |
-0.04 |
| Omega: |
8.86 |
| Rho: |
0.15 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
-11.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.630 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.443 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
