Morgan Stanley Call 105 NVO 21.03.2025
/ DE000MB5MAB4
Morgan Stanley Call 105 NVO 21.03.../ DE000MB5MAB4 /
| 2024-08-09 9:28:40 PM |
Chg.+0.94 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.33EUR |
+17.44% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
105.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MB5MAB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2025-03-21 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.87 |
| Intrinsic value: |
5.22 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
5.22 |
| Time value: |
1.17 |
| Break-even: |
128.14 |
| Moneyness: |
1.27 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
3.21 |
| Rho: |
0.43 |
Quote data
| Open: |
5.78 |
| High: |
6.40 |
| Low: |
5.78 |
| Previous Close: |
5.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.47% |
| 1 Month |
|
|
-16.27% |
| 3 Months |
|
|
+3.77% |
| YTD |
|
|
+103.54% |
| 1 Year |
|
|
+195.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.33 |
4.32 |
| 1M High / 1M Low: |
8.01 |
4.32 |
| 6M High / 6M Low: |
8.99 |
4.32 |
| High (YTD): |
2024-06-25 |
8.99 |
| Low (YTD): |
2024-01-02 |
2.92 |
| 52W High: |
2024-06-25 |
8.99 |
| 52W Low: |
2023-10-03 |
1.90 |
| Avg. price 1W: |
|
5.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.56 |
| Avg. volume 6M: |
|
69.29 |
| Avg. price 1Y: |
|
4.78 |
| Avg. volume 1Y: |
|
54.12 |
| Volatility 1M: |
|
183.25% |
| Volatility 6M: |
|
102.37% |
| Volatility 1Y: |
|
104.18% |
| Volatility 3Y: |
|
- |
