Morgan Stanley Call 105 NVO 21.03.2025
/ DE000MB5MAB4
Morgan Stanley Call 105 NVO 21.03.../ DE000MB5MAB4 /
| 7/12/2024 9:19:13 PM |
Chg.+0.45 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.01EUR |
+5.95% |
-
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: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.48 |
| Intrinsic value: |
6.80 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
6.80 |
| Time value: |
1.15 |
| Break-even: |
136.02 |
| Moneyness: |
1.35 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
2.85 |
| Rho: |
0.51 |
Quote data
| Open: |
7.88 |
| High: |
8.01 |
| Low: |
7.88 |
| Previous Close: |
7.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.60% |
| 1 Month |
|
|
-3.14% |
| 3 Months |
|
|
+38.82% |
| YTD |
|
|
+157.56% |
| 1 Year |
|
|
+530.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.23 |
7.56 |
| 1M High / 1M Low: |
8.99 |
7.35 |
| 6M High / 6M Low: |
8.99 |
3.05 |
| High (YTD): |
6/25/2024 |
8.99 |
| Low (YTD): |
1/2/2024 |
2.92 |
| 52W High: |
6/25/2024 |
8.99 |
| 52W Low: |
7/27/2023 |
1.21 |
| Avg. price 1W: |
|
7.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.20 |
| Avg. volume 6M: |
|
69.29 |
| Avg. price 1Y: |
|
4.41 |
| Avg. volume 1Y: |
|
57.65 |
| Volatility 1M: |
|
85.25% |
| Volatility 6M: |
|
85.85% |
| Volatility 1Y: |
|
141.81% |
| Volatility 3Y: |
|
- |
