Morgan Stanley Put 75 LEN 21.06.2.../  DE000MD9VW02  /

EUWAX
2024-05-23  11:38:11 AM Chg.-0.017 Bid12:03:21 PM Ask12:03:21 PM Underlying Strike price Expiration date Option type
0.016EUR -51.52% 0.015
Bid Size: 1,000
0.086
Ask Size: 1,000
Lennar Corp 75.00 - 2024-06-21 Put
 

Master data

WKN: MD9VW0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Put
Strike price: 75.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -293.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.27
Historic volatility: 0.27
Parity: -6.90
Time value: 0.05
Break-even: 74.51
Moneyness: 0.52
Premium: 0.48
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 44.12%
Delta: -0.02
Theta: -0.05
Omega: -6.58
Rho: 0.00
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.29%
1 Month
  -48.39%
3 Months
  -71.93%
YTD
  -52.94%
1 Year
  -95.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.017
1M High / 1M Low: 0.036 0.017
6M High / 6M Low: 0.081 0.017
High (YTD): 2024-02-20 0.063
Low (YTD): 2024-05-21 0.017
52W High: 2023-05-31 0.390
52W Low: 2024-05-21 0.017
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   71.429
Avg. price 6M:   0.046
Avg. volume 6M:   12.097
Avg. price 1Y:   0.120
Avg. volume 1Y:   5.859
Volatility 1M:   395.81%
Volatility 6M:   261.31%
Volatility 1Y:   226.07%
Volatility 3Y:   -