Morgan Stanley Call 105 NOVN 20.12.2024
/ DE000ME1WHS8
Morgan Stanley Call 105 NOVN 20.1.../ DE000ME1WHS8 /
| 09/09/2024 10:44:19 |
Chg.+0.008 |
Bid10:55:48 |
Ask10:55:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.159EUR |
+5.30% |
0.158
Bid Size: 80,000 |
0.168
Ask Size: 80,000 |
NOVARTIS N |
105.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
ME1WHS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
-0.76 |
| Time value: |
0.16 |
| Break-even: |
113.73 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
7.59% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
18.31 |
| Rho: |
0.08 |
Quote data
| Open: |
0.159 |
| High: |
0.159 |
| Low: |
0.159 |
| Previous Close: |
0.151 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.00% |
| 1 Month |
|
|
+4.61% |
| 3 Months |
|
|
+2.58% |
| YTD |
|
|
+65.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.150 |
| 1M High / 1M Low: |
0.300 |
0.142 |
| 6M High / 6M Low: |
0.300 |
0.062 |
| High (YTD): |
02/09/2024 |
0.300 |
| Low (YTD): |
18/04/2024 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.141 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.32% |
| Volatility 6M: |
|
204.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
