Morgan Stanley Put 70 NVSEF 20.12.../  DE000ME2DC78  /

Stuttgart
8/30/2024  6:23:32 PM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.027EUR - -
Bid Size: -
-
Ask Size: -
Novartis AG 70.00 - 12/20/2024 Put
 

Master data

WKN: ME2DC7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novartis AG
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 10/23/2023
Last trading day: 9/2/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -261.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.18
Parity: -3.45
Time value: 0.04
Break-even: 69.60
Moneyness: 0.67
Premium: 0.33
Premium p.a.: 1.75
Spread abs.: 0.01
Spread %: 53.85%
Delta: -0.04
Theta: -0.01
Omega: -9.38
Rho: -0.01
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.027
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -18.18%
3 Months
  -32.50%
YTD
  -86.01%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.034 0.027
6M High / 6M Low: 0.098 0.020
High (YTD): 1/2/2024 0.160
Low (YTD): 7/18/2024 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.050
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.01%
Volatility 6M:   160.37%
Volatility 1Y:   -
Volatility 3Y:   -