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Morgan Stanley Call 105 NOVN 20.0.../  DE000ME2ZRM1  /

Stuttgart
2024-12-20  5:18:59 PM Chg.0.000 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.049EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 105.00 CHF 2025-06-20 Call
 

Master data

WKN: ME2ZRM
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 105.00 CHF
Maturity: 2025-06-20
Issue date: 2023-11-02
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 160.48
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -1.97
Time value: 0.06
Break-even: 113.31
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 23.40%
Delta: 0.10
Theta: -0.01
Omega: 16.58
Rho: 0.04
 

Quote data

Open: 0.046
High: 0.049
Low: 0.046
Previous Close: 0.049
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.92%
1 Month
  -53.33%
3 Months
  -82.50%
YTD
  -72.78%
1 Year
  -72.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.049
1M High / 1M Low: 0.105 0.047
6M High / 6M Low: 0.480 0.047
High (YTD): 2024-09-02 0.480
Low (YTD): 2024-12-12 0.047
52W High: 2024-09-02 0.480
52W Low: 2024-12-12 0.047
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   0.000
Avg. price 1Y:   0.231
Avg. volume 1Y:   0.000
Volatility 1M:   170.13%
Volatility 6M:   180.44%
Volatility 1Y:   157.73%
Volatility 3Y:   -