Morgan Stanley Put 70 NOVN 20.12.2024
/ DE000ME2DC78
Morgan Stanley Put 70 NOVN 20.12..../ DE000ME2DC78 /
| 2024-06-14 6:32:19 PM |
Chg.- |
Bid9:58:57 AM |
Ask9:58:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
- |
0.042
Bid Size: 80,000 |
0.052
Ask Size: 80,000 |
NOVARTIS N |
70.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
ME2DC7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-183.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-2.58 |
| Time value: |
0.05 |
| Break-even: |
72.92 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
28.57% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-10.12 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.041 |
| Previous Close: |
0.039 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.50% |
| 1 Month |
|
|
-2.38% |
| 3 Months |
|
|
-55.43% |
| YTD |
|
|
-78.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.039 |
| 1M High / 1M Low: |
0.045 |
0.033 |
| 6M High / 6M Low: |
0.204 |
0.033 |
| High (YTD): |
2024-01-02 |
0.160 |
| Low (YTD): |
2024-05-20 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.67% |
| Volatility 6M: |
|
116.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
