Morgan Stanley Call 105 NVO 21.03.2025
/ DE000MB5MAB4
Morgan Stanley Call 105 NVO 21.03.../ DE000MB5MAB4 /
16/10/2024 18:54:51 |
Chg.- |
Bid09:06:27 |
Ask09:06:27 |
Underlying |
Strike price |
Expiration date |
Option type |
3.56EUR |
- |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
105.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
MB5MAB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
14/04/2023 |
Last trading day: |
21/03/2025 |
Ratio: |
5:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.13 |
Intrinsic value: |
2.35 |
Implied volatility: |
0.39 |
Historic volatility: |
0.28 |
Parity: |
2.35 |
Time value: |
1.28 |
Break-even: |
114.63 |
Moneyness: |
1.12 |
Premium: |
0.06 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
0.55% |
Delta: |
0.74 |
Theta: |
-0.03 |
Omega: |
4.39 |
Rho: |
0.26 |
Quote data
Open: |
3.52 |
High: |
3.56 |
Low: |
3.52 |
Previous Close: |
3.60 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.39% |
1 Month |
|
|
-39.97% |
3 Months |
|
|
-48.41% |
YTD |
|
|
+14.47% |
1 Year |
|
|
-3.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.93 |
3.56 |
1M High / 1M Low: |
6.27 |
3.21 |
6M High / 6M Low: |
8.99 |
3.21 |
High (YTD): |
25/06/2024 |
8.99 |
Low (YTD): |
02/01/2024 |
2.92 |
52W High: |
25/06/2024 |
8.99 |
52W Low: |
11/12/2023 |
2.40 |
Avg. price 1W: |
|
3.72 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.23 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.30 |
Avg. volume 1Y: |
|
34.38 |
Volatility 1M: |
|
123.22% |
Volatility 6M: |
|
110.34% |
Volatility 1Y: |
|
102.67% |
Volatility 3Y: |
|
- |