Morgan Stanley Put 80 NOVN 20.12.2024
/ DE000ME3BLE0
Morgan Stanley Put 80 NOVN 20.12..../ DE000ME3BLE0 /
| 2024-07-08 6:20:08 PM |
Chg.+0.002 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+3.28% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
80.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
ME3BLE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-117.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-1.64 |
| Time value: |
0.08 |
| Break-even: |
81.55 |
| Moneyness: |
0.83 |
| Premium: |
0.17 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
40.00% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-11.86 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.062 |
| High: |
0.063 |
| Low: |
0.060 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.08% |
| 1 Month |
|
|
-20.25% |
| 3 Months |
|
|
-73.19% |
| YTD |
|
|
-86.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.059 |
| 1M High / 1M Low: |
0.092 |
0.059 |
| 6M High / 6M Low: |
0.300 |
0.059 |
| High (YTD): |
2024-01-02 |
0.400 |
| Low (YTD): |
2024-07-04 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.54% |
| Volatility 6M: |
|
131.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
