Morgan Stanley Call 107.5 NVO 17.01.2025
/ DE000ME1GAH9
Morgan Stanley Call 107.5 NVO 17..../ DE000ME1GAH9 /
| 17/10/2024 08:49:59 |
Chg.-0.04 |
Bid09:06:27 |
Ask09:06:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-2.68% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
107.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
ME1GAH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
03/10/2023 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
0.95 |
| Time value: |
0.54 |
| Break-even: |
113.68 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.72 |
| Theta: |
-0.05 |
| Omega: |
5.20 |
| Rho: |
0.16 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.03% |
| 1 Month |
|
|
-46.10% |
| 3 Months |
|
|
-51.99% |
| YTD |
|
|
+12.40% |
| 1 Year |
|
|
-9.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.46 |
| 1M High / 1M Low: |
2.82 |
1.30 |
| 6M High / 6M Low: |
4.10 |
1.30 |
| High (YTD): |
25/06/2024 |
4.10 |
| Low (YTD): |
02/01/2024 |
1.22 |
| 52W High: |
25/06/2024 |
4.10 |
| 52W Low: |
11/12/2023 |
0.99 |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
95.24 |
| Avg. price 6M: |
|
2.85 |
| Avg. volume 6M: |
|
15.50 |
| Avg. price 1Y: |
|
2.35 |
| Avg. volume 1Y: |
|
70.59 |
| Volatility 1M: |
|
137.56% |
| Volatility 6M: |
|
120.78% |
| Volatility 1Y: |
|
115.94% |
| Volatility 3Y: |
|
- |
