Morgan Stanley Call 107.5 NVO 20.06.2025
/ DE000ME5FLG1
Morgan Stanley Call 107.5 NVO 20..../ DE000ME5FLG1 /
| 7/12/2024 6:18:07 PM |
Chg.+0.18 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.93EUR |
+4.80% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
107.50 USD |
6/20/2025 |
Call |
Master data
| WKN: |
ME5FLG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/15/2023 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
3.17 |
| Time value: |
0.77 |
| Break-even: |
137.97 |
| Moneyness: |
1.32 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
2.81 |
| Rho: |
0.67 |
Quote data
| Open: |
3.87 |
| High: |
4.00 |
| Low: |
3.87 |
| Previous Close: |
3.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
-4.84% |
| 3 Months |
|
|
+34.13% |
| YTD |
|
|
+138.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.10 |
3.75 |
| 1M High / 1M Low: |
4.45 |
3.69 |
| 6M High / 6M Low: |
4.45 |
1.65 |
| High (YTD): |
6/25/2024 |
4.45 |
| Low (YTD): |
1/2/2024 |
1.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.72% |
| Volatility 6M: |
|
88.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
