Morgan Stanley Put 90 NOVN 19.06.2026
/ DE000MG84YC7
Morgan Stanley Put 90 NOVN 19.06..../ DE000MG84YC7 /
| 10/9/2024 8:14:46 PM |
Chg.-0.070 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-9.21% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
6/19/2026 |
Put |
Master data
| WKN: |
MG84YC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
6/19/2026 |
| Issue date: |
7/26/2024 |
| Last trading day: |
6/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.76 |
| Time value: |
0.78 |
| Break-even: |
87.79 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
4.00% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-3.83 |
| Rho: |
-0.64 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.690 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.39% |
| 1 Month |
|
|
-6.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.690 |
| 1M High / 1M Low: |
0.780 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
