Morgan Stanley Put 90 NOVN 20.12.2024
/ DE000MG35GV6
Morgan Stanley Put 90 NOVN 20.12..../ DE000MG35GV6 /
| 08/07/2024 13:52:00 |
Chg.-0.012 |
Bid13:54:04 |
Ask13:54:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.176EUR |
-6.38% |
0.175
Bid Size: 80,000 |
0.185
Ask Size: 80,000 |
NOVARTIS N |
90.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
MG35GV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-47.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-0.61 |
| Time value: |
0.21 |
| Break-even: |
90.62 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
13.11% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-11.93 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.176 |
| High: |
0.176 |
| Low: |
0.176 |
| Previous Close: |
0.188 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-32.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.198 |
0.172 |
| 1M High / 1M Low: |
0.310 |
0.172 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
