Morgan Stanley Put 80 NOVN 21.03.2025
/ DE000MG2F3C9
Morgan Stanley Put 80 NOVN 21.03..../ DE000MG2F3C9 /
| 15/11/2024 18:27:26 |
Chg.+0.018 |
Bid20:58:17 |
Ask20:58:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
+20.00% |
0.112
Bid Size: 2,000 |
0.123
Ask Size: 2,000 |
NOVARTIS N |
80.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
MG2F3C |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
16/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-89.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-1.27 |
| Time value: |
0.11 |
| Break-even: |
84.23 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
12.24% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-12.42 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.099 |
| High: |
0.108 |
| Low: |
0.099 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.00% |
| 1 Month |
|
|
+66.15% |
| 3 Months |
|
|
+14.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.080 |
| 1M High / 1M Low: |
0.101 |
0.056 |
| 6M High / 6M Low: |
0.221 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.40% |
| Volatility 6M: |
|
151.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
