Morgan Stanley Put 80 NOVN 19.12.2025
/ DE000MG2F3B1
Morgan Stanley Put 80 NOVN 19.12..../ DE000MG2F3B1 /
| 02/08/2024 18:39:44 |
Chg.+0.030 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
80.00 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
MG2F3B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
16/04/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-37.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.55 |
| Time value: |
0.27 |
| Break-even: |
82.22 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
-0.17 |
| Theta: |
0.00 |
| Omega: |
-6.28 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
-44.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
0.280 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
