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Morgan Stanley Call 105 NOVN 20.1.../  DE000ME1WHS8  /

Stuttgart
10/11/2024  6:14:44 PM Chg.+0.021 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.128EUR +19.63% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 105.00 CHF 12/20/2024 Call
 

Master data

WKN: ME1WHS
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 105.00 CHF
Maturity: 12/20/2024
Issue date: 10/11/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 87.98
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.74
Time value: 0.12
Break-even: 113.32
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 10.19%
Delta: 0.24
Theta: -0.02
Omega: 21.16
Rho: 0.05
 

Quote data

Open: 0.111
High: 0.128
Low: 0.111
Previous Close: 0.107
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.61%
1 Month
  -9.86%
3 Months
  -43.36%
YTD  
+33.33%
1 Year
  -46.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.125 0.092
1M High / 1M Low: 0.142 0.083
6M High / 6M Low: 0.300 0.062
High (YTD): 9/2/2024 0.300
Low (YTD): 4/18/2024 0.062
52W High: 9/2/2024 0.300
52W Low: 4/18/2024 0.062
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   0.138
Avg. volume 1Y:   0.000
Volatility 1M:   212.71%
Volatility 6M:   208.78%
Volatility 1Y:   180.62%
Volatility 3Y:   -