Morgan Stanley Call 107.5 NVO 21.03.2025
/ DE000ME1GAK3
Morgan Stanley Call 107.5 NVO 21..../ DE000ME1GAK3 /
| 6/26/2024 9:13:50 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.06EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
107.50 - |
3/21/2025 |
Call |
Master data
| WKN: |
ME1GAK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 - |
| Maturity: |
3/21/2025 |
| Issue date: |
10/3/2023 |
| Last trading day: |
6/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.29 |
| Parity: |
2.28 |
| Time value: |
1.78 |
| Break-even: |
148.10 |
| Moneyness: |
1.21 |
| Premium: |
0.14 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
2.40 |
| Rho: |
0.39 |
Quote data
| Open: |
4.18 |
| High: |
4.18 |
| Low: |
4.05 |
| Previous Close: |
4.25 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.91% |
| 3 Months |
|
|
+47.10% |
| YTD |
|
|
+181.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.25 |
3.75 |
| 6M High / 6M Low: |
4.25 |
1.44 |
| High (YTD): |
6/25/2024 |
4.25 |
| Low (YTD): |
1/2/2024 |
1.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.94% |
| Volatility 6M: |
|
87.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
