Morgan Stanley Put 80 NOVN 20.12.2024
/ DE000ME3BLE0
Morgan Stanley Put 80 NOVN 20.12..../ DE000ME3BLE0 /
9/6/2024 9:18:20 PM |
Chg.-0.001 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-2.27% |
- Bid Size: - |
- Ask Size: - |
NOVARTIS N |
80.00 CHF |
12/20/2024 |
Put |
Master data
WKN: |
ME3BLE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
11/9/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-190.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
-1.94 |
Time value: |
0.06 |
Break-even: |
84.71 |
Moneyness: |
0.81 |
Premium: |
0.19 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.01 |
Spread %: |
25.00% |
Delta: |
-0.07 |
Theta: |
-0.01 |
Omega: |
-13.62 |
Rho: |
-0.02 |
Quote data
Open: |
0.045 |
High: |
0.045 |
Low: |
0.043 |
Previous Close: |
0.044 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.22% |
1 Month |
|
|
-30.65% |
3 Months |
|
|
-45.57% |
YTD |
|
|
-91.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.044 |
0.034 |
1M High / 1M Low: |
0.062 |
0.034 |
6M High / 6M Low: |
0.290 |
0.034 |
High (YTD): |
1/2/2024 |
0.400 |
Low (YTD): |
9/2/2024 |
0.034 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.039 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.116 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.30% |
Volatility 6M: |
|
175.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |