Morgan Stanley Put 150 LEN 20.09.2024
/ DE000ME5LUU1
Morgan Stanley Put 150 LEN 20.09..../ DE000ME5LUU1 /
| 2024-06-19 8:39:25 PM |
Chg.- |
Bid10:01:37 AM |
Ask10:01:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
- |
0.880
Bid Size: 3,750 |
0.950
Ask Size: 3,750 |
Lennar Corp |
150.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME5LUU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.12 |
| Time value: |
0.87 |
| Break-even: |
129.67 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
4.21% |
| Delta: |
-0.46 |
| Theta: |
-0.05 |
| Omega: |
-6.47 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.940 |
| High: |
0.960 |
| Low: |
0.940 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+86.27% |
| 3 Months |
|
|
+30.14% |
| YTD |
|
|
-24.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.750 |
| 1M High / 1M Low: |
0.950 |
0.510 |
| 6M High / 6M Low: |
1.450 |
0.450 |
| High (YTD): |
2024-01-03 |
1.450 |
| Low (YTD): |
2024-05-15 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
1,600 |
| Avg. price 1M: |
|
0.737 |
| Avg. volume 1M: |
|
347.826 |
| Avg. price 6M: |
|
0.957 |
| Avg. volume 6M: |
|
64.516 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.84% |
| Volatility 6M: |
|
161.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
