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Morgan Stanley Put 100 LEN 20.12..../  DE000MB3AYN9  /

Stuttgart
7/25/2024  12:18:46 PM Chg.-0.010 Bid1:23:13 PM Ask1:23:13 PM Underlying Strike price Expiration date Option type
0.078EUR -11.36% 0.081
Bid Size: 1,000		 0.150
Ask Size: 1,000		 Lennar Corp 100.00 - 12/20/2024 Put
 

Master data

WKN: MB3AYN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 12/20/2024
Issue date: 2/6/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -127.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.28
Parity: -5.57
Time value: 0.12
Break-even: 98.78
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 1.16
Spread abs.: 0.03
Spread %: 28.42%
Delta: -0.05
Theta: -0.02
Omega: -6.71
Rho: -0.04
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.088
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -42.65%
3 Months
  -63.89%
YTD
  -68.80%
1 Year
  -88.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.087
1M High / 1M Low: 0.165 0.087
6M High / 6M Low: 0.310 0.087
High (YTD): 1/3/2024 0.330
Low (YTD): 7/23/2024 0.087
52W High: 10/25/2023 1.150
52W Low: 7/23/2024 0.087
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   78.740
Avg. price 1Y:   0.435
Avg. volume 1Y:   39.063
Volatility 1M:   153.14%
Volatility 6M:   127.66%
Volatility 1Y:   125.45%
Volatility 3Y:   -