Morgan Stanley Call 107.5 NOVN 20.06.2025
/ DE000ME2ZRN9
Morgan Stanley Call 107.5 NOVN 20.../ DE000ME2ZRN9 /
| 28/06/2024 20:49:04 |
Chg.-0.002 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.238EUR |
-0.83% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
107.50 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
ME2ZRN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.19 |
| Parity: |
-1.29 |
| Time value: |
0.26 |
| Break-even: |
114.34 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
11.50 |
| Rho: |
0.27 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.238 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.26% |
| 1 Month |
|
|
+37.57% |
| 3 Months |
|
|
+88.89% |
| YTD |
|
|
+46.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.212 |
| 1M High / 1M Low: |
0.250 |
0.162 |
| 6M High / 6M Low: |
0.280 |
0.104 |
| High (YTD): |
22/01/2024 |
0.280 |
| Low (YTD): |
03/04/2024 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.59% |
| Volatility 6M: |
|
132.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
