Morgan Stanley Put 150 DHI 21.06.2024
/ DE000ME5LVR5
Morgan Stanley Put 150 DHI 21.06..../ DE000ME5LVR5 /
| 2024-06-04 6:59:06 PM |
Chg.- |
Bid12:57:46 PM |
Ask12:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
- |
0.640
Bid Size: 1,000 |
0.750
Ask Size: 1,000 |
D R Horton Inc |
150.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
ME5LVR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.56 |
| Time value: |
0.15 |
| Break-even: |
130.75 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
-0.70 |
| Theta: |
-0.09 |
| Omega: |
-13.09 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.510 |
| High: |
0.730 |
| Low: |
0.510 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.51% |
| 1 Month |
|
|
+25.86% |
| 3 Months |
|
|
-10.98% |
| YTD |
|
|
-21.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.510 |
| 1M High / 1M Low: |
0.930 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-19 |
1.320 |
| Low (YTD): |
2024-05-15 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
454.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
