Morgan Stanley Put 150 DHI 20.09.2024
/ DE000ME5LVQ7
Morgan Stanley Put 150 DHI 20.09..../ DE000ME5LVQ7 /
| 2024-05-28 10:53:35 AM |
Chg.- |
Bid10:12:15 AM |
Ask10:12:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
1.19
Bid Size: 1,000 |
1.30
Ask Size: 1,000 |
D R Horton Inc |
150.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME5LVQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| 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: |
-10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
0.66 |
| Time value: |
0.58 |
| Break-even: |
125.83 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
5.98% |
| Delta: |
-0.54 |
| Theta: |
-0.03 |
| Omega: |
-5.78 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.46% |
| 1 Month |
|
|
-15.08% |
| 3 Months |
|
|
-12.30% |
| YTD |
|
|
-11.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.07 |
| 1M High / 1M Low: |
1.37 |
0.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-19 |
1.59 |
| Low (YTD): |
2024-03-28 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
