Morgan Stanley Call 105 NVO 21.03.2025
/ DE000ME5FLB2
Morgan Stanley Call 105 NVO 21.03.../ DE000ME5FLB2 /
| 12/07/2024 18:18:07 |
Chg.+0.18 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.96EUR |
+4.76% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
105.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
ME5FLB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
15/12/2023 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
3.40 |
| Time value: |
0.58 |
| Break-even: |
136.07 |
| Moneyness: |
1.35 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
2.85 |
| Rho: |
0.51 |
Quote data
| Open: |
3.89 |
| High: |
4.04 |
| Low: |
3.89 |
| Previous Close: |
3.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.22% |
| 1 Month |
|
|
-1.49% |
| 3 Months |
|
|
+37.02% |
| YTD |
|
|
+153.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.13 |
3.78 |
| 1M High / 1M Low: |
4.50 |
3.70 |
| 6M High / 6M Low: |
4.50 |
1.54 |
| High (YTD): |
25/06/2024 |
4.50 |
| Low (YTD): |
02/01/2024 |
1.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.88% |
| Volatility 6M: |
|
92.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
