Morgan Stanley Put 150 LEN 20.12.2024
/ DE000ME5LUS5
Morgan Stanley Put 150 LEN 20.12..../ DE000ME5LUS5 /
| 2024-06-20 6:58:20 PM |
Chg.-0.09 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-7.20% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
150.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME5LUS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
0.12 |
| Time value: |
1.17 |
| Break-even: |
126.67 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
3.20% |
| Delta: |
-0.44 |
| Theta: |
-0.03 |
| Omega: |
-4.67 |
| Rho: |
-0.37 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.16 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+45.00% |
| 3 Months |
|
|
+16.00% |
| YTD |
|
|
-19.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.05 |
| 1M High / 1M Low: |
1.25 |
0.80 |
| 6M High / 6M Low: |
1.63 |
0.71 |
| High (YTD): |
2024-01-04 |
1.63 |
| Low (YTD): |
2024-05-15 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.66% |
| Volatility 6M: |
|
122.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
