Morgan Stanley Put 150 LEN 20.09.2024
/ DE000ME5LUU1
Morgan Stanley Put 150 LEN 20.09..../ DE000ME5LUU1 /
30/07/2024 13:42:39 |
Chg.-0.031 |
Bid17:45:57 |
Ask17:45:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.122EUR |
-20.26% |
0.150 Bid Size: 50,000 |
0.168 Ask Size: 50,000 |
Lennar Corp |
150.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
ME5LUU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
18/12/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-94.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.28 |
Parity: |
-2.60 |
Time value: |
0.18 |
Break-even: |
136.89 |
Moneyness: |
0.84 |
Premium: |
0.17 |
Premium p.a.: |
1.99 |
Spread abs.: |
0.02 |
Spread %: |
11.47% |
Delta: |
-0.12 |
Theta: |
-0.05 |
Omega: |
-11.50 |
Rho: |
-0.03 |
Quote data
Open: |
0.122 |
High: |
0.122 |
Low: |
0.122 |
Previous Close: |
0.153 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.48% |
1 Month |
|
|
-83.51% |
3 Months |
|
|
-87.92% |
YTD |
|
|
-90.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.199 |
0.153 |
1M High / 1M Low: |
1.110 |
0.153 |
6M High / 6M Low: |
1.300 |
0.153 |
High (YTD): |
03/01/2024 |
1.450 |
Low (YTD): |
29/07/2024 |
0.153 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.568 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.817 |
Avg. volume 6M: |
|
62.992 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
262.14% |
Volatility 6M: |
|
193.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |