Morgan Stanley Put 70 NOVN 19.12.2025
/ DE000MG2F3D7
Morgan Stanley Put 70 NOVN 19.12..../ DE000MG2F3D7 /
| 2024-06-06 1:03:01 PM |
Chg.-0.003 |
Bid1:49:48 PM |
Ask1:49:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.168EUR |
-1.75% |
0.169
Bid Size: 80,000 |
0.179
Ask Size: 80,000 |
NOVARTIS N |
70.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
MG2F3D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2025-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-52.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-2.46 |
| Time value: |
0.18 |
| Break-even: |
70.24 |
| Moneyness: |
0.75 |
| Premium: |
0.27 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
6.98% |
| Delta: |
-0.11 |
| Theta: |
0.00 |
| Omega: |
-5.60 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.168 |
| High: |
0.168 |
| Low: |
0.168 |
| Previous Close: |
0.171 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.196 |
0.171 |
| 1M High / 1M Low: |
0.240 |
0.171 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.185 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
