Morgan Stanley Put 150 LEN 20.06.2025
/ DE000ME5LUV9
Morgan Stanley Put 150 LEN 20.06..../ DE000ME5LUV9 /
09/09/2024 18:26:37 |
Chg.- |
Bid09:11:52 |
Ask09:11:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
- |
0.850 Bid Size: 1,000 |
0.930 Ask Size: 1,000 |
Lennar Corp |
150.00 USD |
20/06/2025 |
Put |
Master data
WKN: |
ME5LUV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
18/12/2023 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
-2.74 |
Time value: |
0.89 |
Break-even: |
127.03 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.03 |
Spread %: |
3.49% |
Delta: |
-0.22 |
Theta: |
-0.03 |
Omega: |
-4.05 |
Rho: |
-0.35 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.840 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.44% |
1 Month |
|
|
-26.96% |
3 Months |
|
|
-42.47% |
YTD |
|
|
-54.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.820 |
1M High / 1M Low: |
1.150 |
0.730 |
6M High / 6M Low: |
1.820 |
0.730 |
High (YTD): |
04/01/2024 |
2.030 |
Low (YTD): |
23/08/2024 |
0.730 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.868 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.877 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.311 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.55% |
Volatility 6M: |
|
105.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |