Morgan Stanley Call 105 NVO 21.03.2025
/ DE000MB5MAB4
Morgan Stanley Call 105 NVO 21.03.../ DE000MB5MAB4 /
| 10/16/2024 6:54:51 PM |
Chg.- |
Bid9:06:27 AM |
Ask9:06:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.56EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
105.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MB5MAB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/14/2023 |
| Last trading day: |
3/21/2025 |
| 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): |
6/25/2024 |
8.99 |
| Low (YTD): |
1/2/2024 |
2.92 |
| 52W High: |
6/25/2024 |
8.99 |
| 52W Low: |
12/11/2023 |
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: |
|
- |
