OverviewChartNewsTraderScreen

Morgan Stanley Put 100 LEN 20.12..../  DE000MB3AYN9  /

Stuttgart
2024-05-23  12:45:22 PM Chg.-0.014 Bid1:51:39 PM Ask1:51:39 PM Underlying Strike price Expiration date Option type
0.148EUR -8.64% 0.145
Bid Size: 1,000		 0.223
Ask Size: 1,000		 Lennar Corp 100.00 - 2024-12-20 Put
 

Master data

WKN: MB3AYN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -75.79
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -4.40
Time value: 0.19
Break-even: 98.10
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 13.77%
Delta: -0.08
Theta: -0.01
Omega: -6.18
Rho: -0.08
 

Quote data

Open: 0.148
High: 0.148
Low: 0.148
Previous Close: 0.162
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.03%
1 Month
  -20.86%
3 Months
  -45.19%
YTD
  -40.80%
1 Year
  -88.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.162 0.137
1M High / 1M Low: 0.216 0.131
6M High / 6M Low: 0.520 0.131
High (YTD): 2024-01-03 0.330
Low (YTD): 2024-05-15 0.131
52W High: 2023-05-31 1.260
52W Low: 2024-05-15 0.131
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.261
Avg. volume 6M:   80.645
Avg. price 1Y:   0.569
Avg. volume 1Y:   39.063
Volatility 1M:   108.70%
Volatility 6M:   116.41%
Volatility 1Y:   114.34%
Volatility 3Y:   -