Morgan Stanley Call 107.5 NVO 19.12.2025
/ DE000ME5FLE6
Morgan Stanley Call 107.5 NVO 19..../ DE000ME5FLE6 /
| 6/26/2024 8:30:25 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.68EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
107.50 - |
12/19/2025 |
Call |
Master data
| WKN: |
ME5FLE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 - |
| Maturity: |
12/19/2025 |
| Issue date: |
12/15/2023 |
| Last trading day: |
6/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.38 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.29 |
| Parity: |
2.28 |
| Time value: |
2.39 |
| Break-even: |
154.20 |
| Moneyness: |
1.21 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
2.11 |
| Rho: |
0.75 |
Quote data
| Open: |
4.81 |
| High: |
4.81 |
| Low: |
4.68 |
| Previous Close: |
4.88 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
+36.84% |
| YTD |
|
|
+128.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.88 |
4.33 |
| 6M High / 6M Low: |
4.88 |
2.06 |
| High (YTD): |
6/25/2024 |
4.88 |
| Low (YTD): |
1/2/2024 |
1.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.75% |
| Volatility 6M: |
|
77.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
