Morgan Stanley Call 100 NVO 17.01.2025
/ DE000MB257H5
Morgan Stanley Call 100 NVO 17.01.../ DE000MB257H5 /
09/08/2024 18:57:25 |
Chg.- |
Bid08:30:15 |
Ask08:30:15 |
Underlying |
Strike price |
Expiration date |
Option type |
6.80EUR |
- |
7.02 Bid Size: 5,000 |
- Ask Size: - |
Novo Nordisk |
100.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
MB257H |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
09/01/2023 |
Last trading day: |
17/01/2025 |
Ratio: |
5:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.49 |
Intrinsic value: |
6.13 |
Implied volatility: |
0.44 |
Historic volatility: |
0.27 |
Parity: |
6.13 |
Time value: |
0.76 |
Break-even: |
126.06 |
Moneyness: |
1.33 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.29% |
Delta: |
0.88 |
Theta: |
-0.03 |
Omega: |
3.13 |
Rho: |
0.32 |
Quote data
Open: |
6.28 |
High: |
6.80 |
Low: |
6.28 |
Previous Close: |
5.86 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.06% |
1 Month |
|
|
-20.56% |
3 Months |
|
|
+4.29% |
YTD |
|
|
+108.59% |
1 Year |
|
|
+182.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.80 |
4.73 |
1M High / 1M Low: |
8.56 |
4.73 |
6M High / 6M Low: |
9.60 |
4.73 |
High (YTD): |
25/06/2024 |
9.60 |
Low (YTD): |
02/01/2024 |
3.12 |
52W High: |
25/06/2024 |
9.60 |
52W Low: |
03/10/2023 |
1.98 |
Avg. price 1W: |
|
5.94 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.01 |
Avg. volume 6M: |
|
.39 |
Avg. price 1Y: |
|
5.09 |
Avg. volume 1Y: |
|
52.94 |
Volatility 1M: |
|
182.62% |
Volatility 6M: |
|
100.61% |
Volatility 1Y: |
|
105.26% |
Volatility 3Y: |
|
- |