Morgan Stanley Put 150 LEN 21.06.2024
/ DE000ME5LUT3
Morgan Stanley Put 150 LEN 21.06..../ DE000ME5LUT3 /
| 2024-05-10 8:19:41 PM |
Chg.-0.057 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.233EUR |
-19.66% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
150.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
ME5LUT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-60.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-1.20 |
| Time value: |
0.25 |
| Break-even: |
136.75 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
-0.22 |
| Theta: |
-0.06 |
| Omega: |
-13.35 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.240 |
| High: |
0.260 |
| Low: |
0.233 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.28% |
| 1 Month |
|
|
-48.22% |
| 3 Months |
|
|
-73.52% |
| YTD |
|
|
-76.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.233 |
| 1M High / 1M Low: |
0.730 |
0.233 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
1.190 |
| Low (YTD): |
2024-05-10 |
0.233 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.297 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
