Morgan Stanley Put 80 NOVN 19.12.2025
/ DE000MG2F3B1
Morgan Stanley Put 80 NOVN 19.12..../ DE000MG2F3B1 /
| 2024-05-23 12:48:38 PM |
Chg.0.000 |
Bid3:20:10 PM |
Ask3:20:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
0.00% |
0.350
Bid Size: 80,000 |
0.360
Ask Size: 80,000 |
NOVARTIS N |
80.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
MG2F3B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 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: |
-25.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-1.28 |
| Time value: |
0.36 |
| Break-even: |
77.12 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
-0.20 |
| Theta: |
0.00 |
| Omega: |
-5.19 |
| Rho: |
-0.35 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.330 |
| 1M High / 1M Low: |
0.490 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
