Morgan Stanley Call 100 NOVN 20.06.2025
/ DE000ME2ZRK5
Morgan Stanley Call 100 NOVN 20.0.../ DE000ME2ZRK5 /
| 11/10/2024 18:04:13 |
Chg.+0.050 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+10.64% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
100.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
ME2ZRK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.18 |
| Parity: |
-0.21 |
| Time value: |
0.49 |
| Break-even: |
111.69 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
11.37 |
| Rho: |
0.35 |
Quote data
| Open: |
0.500 |
| High: |
0.520 |
| Low: |
0.500 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
+124.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.420 |
| 1M High / 1M Low: |
0.520 |
0.390 |
| 6M High / 6M Low: |
0.750 |
0.183 |
| High (YTD): |
02/09/2024 |
0.750 |
| Low (YTD): |
18/04/2024 |
0.183 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.434 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.58% |
| Volatility 6M: |
|
143.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
