Morgan Stanley Call 100 NVO 21.03.2025
/ DE000ME5FL64
Morgan Stanley Call 100 NVO 21.03.../ DE000ME5FL64 /
10/16/2024 4:58:03 PM |
Chg.- |
Bid9:19:45 AM |
Ask9:19:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.08EUR |
- |
2.10 Bid Size: 5,000 |
- Ask Size: - |
Novo Nordisk |
100.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
ME5FL6 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
12/15/2023 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.92 |
Intrinsic value: |
1.64 |
Implied volatility: |
0.41 |
Historic volatility: |
0.28 |
Parity: |
1.64 |
Time value: |
0.52 |
Break-even: |
113.48 |
Moneyness: |
1.18 |
Premium: |
0.05 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
0.47% |
Delta: |
0.79 |
Theta: |
-0.03 |
Omega: |
3.95 |
Rho: |
0.27 |
Quote data
Open: |
2.09 |
High: |
2.09 |
Low: |
2.08 |
Previous Close: |
2.13 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.26% |
1 Month |
|
|
-40.06% |
3 Months |
|
|
-45.55% |
YTD |
|
|
+16.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.31 |
2.08 |
1M High / 1M Low: |
3.52 |
1.96 |
6M High / 6M Low: |
4.90 |
1.96 |
High (YTD): |
6/25/2024 |
4.90 |
Low (YTD): |
1/2/2024 |
1.72 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.55 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.23% |
Volatility 6M: |
|
101.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |