Morgan Stanley Put 150 LEN 20.12.2024
/ DE000ME5LUS5
Morgan Stanley Put 150 LEN 20.12..../ DE000ME5LUS5 /
| 2024-06-04 6:59:06 PM |
Chg.- |
Bid1:21:21 PM |
Ask1:21:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
- |
0.960
Bid Size: 1,000 |
1.030
Ask Size: 1,000 |
Lennar Corp |
150.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME5LUS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-0.71 |
| Time value: |
0.99 |
| Break-even: |
127.95 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
-0.34 |
| Theta: |
-0.03 |
| Omega: |
-5.03 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.920 |
| High: |
0.980 |
| Low: |
0.920 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.04% |
| 1 Month |
|
|
-5.77% |
| 3 Months |
|
|
-19.01% |
| YTD |
|
|
-31.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.890 |
| 1M High / 1M Low: |
1.140 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-04 |
1.630 |
| Low (YTD): |
2024-05-15 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.935 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
