Morgan Stanley Put 70 NOVN 19.12..../  DE000MG2F3D7  /

Stuttgart
8/2/2024  6:39:44 PM Chg.+0.012 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.145EUR +9.02% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 70.00 CHF 12/19/2025 Put
 

Master data

WKN: MG2F3D
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Put
Strike price: 70.00 CHF
Maturity: 12/19/2025
Issue date: 4/16/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.75
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -2.60
Time value: 0.16
Break-even: 73.16
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 8.22%
Delta: -0.10
Theta: 0.00
Omega: -6.16
Rho: -0.16
 

Quote data

Open: 0.148
High: 0.148
Low: 0.145
Previous Close: 0.133
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month
  -2.03%
3 Months
  -39.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.145 0.132
1M High / 1M Low: 0.159 0.127
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -