Morgan Stanley Call 110 NOVN 20.06.2025
/ DE000ME2ZRP4
Morgan Stanley Call 110 NOVN 20.0.../ DE000ME2ZRP4 /
| 9/6/2024 8:46:50 PM |
Chg.-0.001 |
Bid10:05:05 PM |
Ask10:05:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.195EUR |
-0.51% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
110.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
ME2ZRP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.18 |
| Parity: |
-1.30 |
| Time value: |
0.20 |
| Break-even: |
119.53 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
5.76% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
13.67 |
| Rho: |
0.20 |
Quote data
| Open: |
0.193 |
| High: |
0.221 |
| Low: |
0.193 |
| Previous Close: |
0.196 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.76% |
| 1 Month |
|
|
+3.17% |
| 3 Months |
|
|
+4.28% |
| YTD |
|
|
+32.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.195 |
| 1M High / 1M Low: |
0.310 |
0.173 |
| 6M High / 6M Low: |
0.310 |
0.088 |
| High (YTD): |
9/2/2024 |
0.310 |
| Low (YTD): |
4/3/2024 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.172 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.35% |
| Volatility 6M: |
|
150.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
