Morgan Stanley Put 90 NOVN 20.12.2024
/ DE000MG35GV6
Morgan Stanley Put 90 NOVN 20.12..../ DE000MG35GV6 /
2024-09-25 1:34:20 PM |
Chg.-0.012 |
Bid3:40:02 PM |
Ask3:40:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
-13.48% |
0.081 Bid Size: 80,000 |
0.091 Ask Size: 80,000 |
NOVARTIS N |
90.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
MG35GV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-101.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-0.80 |
Time value: |
0.10 |
Break-even: |
94.44 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.01 |
Spread %: |
12.09% |
Delta: |
-0.17 |
Theta: |
-0.01 |
Omega: |
-17.71 |
Rho: |
-0.04 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.077 |
Previous Close: |
0.089 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.86% |
1 Month |
|
|
-24.51% |
3 Months |
|
|
-64.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.113 |
0.085 |
1M High / 1M Low: |
0.125 |
0.074 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.095 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |