Morgan Stanley Put 150 LEN 20.09.2024
/ DE000ME5LUU1
Morgan Stanley Put 150 LEN 20.09..../ DE000ME5LUU1 /
| 23/05/2024 13:33:41 |
Chg.+0.010 |
Bid14:12:06 |
Ask14:12:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+1.39% |
0.730
Bid Size: 1,000 |
0.820
Ask Size: 1,000 |
Lennar Corp |
150.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
ME5LUU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-0.54 |
| Time value: |
0.80 |
| Break-even: |
130.57 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
5.26% |
| Delta: |
-0.36 |
| Theta: |
-0.04 |
| Omega: |
-6.51 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.98% |
| 1 Month |
|
|
-18.89% |
| 3 Months |
|
|
-33.03% |
| YTD |
|
|
-42.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.490 |
| 1M High / 1M Low: |
1.030 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2024 |
1.450 |
| Low (YTD): |
15/05/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
