Morgan Stanley Put 70 NOVN 20.06.2025
/ DE000ME308H3
Morgan Stanley Put 70 NOVN 20.06..../ DE000ME308H3 /
| 08/07/2024 10:39:33 |
Chg.-0.004 |
Bid15:36:40 |
Ask15:36:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
-4.88% |
0.076
Bid Size: 80,000 |
0.086
Ask Size: 80,000 |
NOVARTIS N |
70.00 CHF |
20/06/2025 |
Put |
Master data
| WKN: |
ME308H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-94.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-2.67 |
| Time value: |
0.11 |
| Break-even: |
71.04 |
| Moneyness: |
0.73 |
| Premium: |
0.28 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
29.63% |
| Delta: |
-0.08 |
| Theta: |
0.00 |
| Omega: |
-7.29 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
-19.59% |
| 3 Months |
|
|
-57.84% |
| YTD |
|
|
-77.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.076 |
| 1M High / 1M Low: |
0.101 |
0.076 |
| 6M High / 6M Low: |
0.250 |
0.076 |
| High (YTD): |
02/01/2024 |
0.300 |
| Low (YTD): |
04/07/2024 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.162 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.58% |
| Volatility 6M: |
|
84.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
