Morgan Stanley Put 90 NOVN 21.03.2025
/ DE000MG45JA3
Morgan Stanley Put 90 NOVN 21.03..../ DE000MG45JA3 /
| 2024-12-20 5:20:29 PM |
Chg.0.000 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
MG45JA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.35 |
| Time value: |
0.38 |
| Break-even: |
89.33 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
-0.55 |
| Theta: |
-0.03 |
| Omega: |
-7.00 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.760 |
| High: |
0.790 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.11% |
| 1 Month |
|
|
+122.58% |
| 3 Months |
|
|
+194.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.530 |
| 1M High / 1M Low: |
0.690 |
0.310 |
| 6M High / 6M Low: |
0.690 |
0.168 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.48% |
| Volatility 6M: |
|
185.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
