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

Stuttgart
19/06/2024  18:43:38 Chg.-0.010 Bid22:00:02 Ask22:00:02 Underlying Strike price Expiration date Option type
0.140EUR -6.67% -
Bid Size: -		 -
Ask Size: -		 Lennar Corp 100.00 - 20/12/2024 Put
 

Master data

WKN: MB3AYN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 20/12/2024
Issue date: 06/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -87.10
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.28
Parity: -3.85
Time value: 0.16
Break-even: 98.41
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 0.66
Spread abs.: 0.02
Spread %: 11.97%
Delta: -0.08
Theta: -0.01
Omega: -7.14
Rho: -0.07
 

Quote data

Open: 0.135
High: 0.140
Low: 0.135
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.71%
1 Month
  -3.45%
3 Months
  -32.04%
YTD
  -44.00%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.141
1M High / 1M Low: 0.167 0.125
6M High / 6M Low: 0.330 0.125
High (YTD): 03/01/2024 0.330
Low (YTD): 27/05/2024 0.125
52W High: 25/10/2023 1.150
52W Low: 27/05/2024 0.125
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   80
Avg. price 1Y:   0.498
Avg. volume 1Y:   39.063
Volatility 1M:   152.18%
Volatility 6M:   120.14%
Volatility 1Y:   120.00%
Volatility 3Y:   -