Morgan Stanley Call 107.5 NVO 20.09.2024
/ DE000ME1GAJ5
Morgan Stanley Call 107.5 NVO 20..../ DE000ME1GAJ5 /
| 2024-06-26 9:13:50 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.57EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
107.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME1GAJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-06-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.29 |
| Parity: |
2.28 |
| Time value: |
1.29 |
| Break-even: |
143.20 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.74 |
| Theta: |
-0.15 |
| Omega: |
2.72 |
| Rho: |
0.12 |
Quote data
| Open: |
3.71 |
| High: |
3.71 |
| Low: |
3.55 |
| Previous Close: |
3.78 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.31% |
| 3 Months |
|
|
+63.76% |
| YTD |
|
|
+260.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.78 |
3.25 |
| 6M High / 6M Low: |
3.78 |
0.95 |
| High (YTD): |
2024-06-25 |
3.78 |
| Low (YTD): |
2024-01-02 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.70% |
| Volatility 6M: |
|
115.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
