Morgan Stanley Put 150 LEN 20.09.2024
/ DE000ME5LUU1
Morgan Stanley Put 150 LEN 20.09..../ DE000ME5LUU1 /
2024-05-22 8:12:29 PM |
Chg.- |
Bid1:18:28 PM |
Ask1:18:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
- |
0.730 Bid Size: 1,000 |
0.820 Ask Size: 1,000 |
Lennar Corp |
150.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
ME5LUU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-09-20 |
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: |
0.570 |
High: |
0.720 |
Low: |
0.560 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+46.94% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-33.95% |
YTD |
|
|
-42.86% |
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): |
2024-01-03 |
1.450 |
Low (YTD): |
2024-05-15 |
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: |
|
- |