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

Stuttgart
15/11/2024  17:31:30 Chg.-0.012 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.087EUR -12.12% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 105.00 CHF 20/06/2025 Call
 

Master data

WKN: ME2ZRM
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 105.00 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: 100.62
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.18
Parity: -1.46
Time value: 0.10
Break-even: 113.18
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 12.79%
Delta: 0.17
Theta: -0.01
Omega: 16.78
Rho: 0.09
 

Quote data

Open: 0.089
High: 0.089
Low: 0.087
Previous Close: 0.099
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.35%
1 Month
  -75.14%
3 Months
  -75.14%
YTD
  -51.67%
1 Year
  -59.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.087
1M High / 1M Low: 0.360 0.087
6M High / 6M Low: 0.480 0.087
High (YTD): 02/09/2024 0.480
Low (YTD): 15/11/2024 0.087
52W High: 02/09/2024 0.480
52W Low: 15/11/2024 0.087
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   229.41%
Volatility 6M:   167.92%
Volatility 1Y:   148.29%
Volatility 3Y:   -