Morgan Stanley Call 102.5 NOVN 20.06.2025
/ DE000ME2ZRL3
Morgan Stanley Call 102.5 NOVN 20.../ DE000ME2ZRL3 /
| 8/2/2024 9:18:42 PM |
Chg.-0.040 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-9.76% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
102.50 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
ME2ZRL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.50 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
-0.87 |
| Time value: |
0.40 |
| Break-even: |
113.44 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
10.02 |
| Rho: |
0.32 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+77.88% |
| YTD |
|
|
+82.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.520 |
0.270 |
| 6M High / 6M Low: |
0.520 |
0.150 |
| High (YTD): |
7/12/2024 |
0.520 |
| Low (YTD): |
4/3/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.43% |
| Volatility 6M: |
|
138.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
