Morgan Stanley Call 110 NOVN 20.09.2024
/ DE000ME1U1L1
Morgan Stanley Call 110 NOVN 20.0.../ DE000ME1U1L1 /
| 2024-07-08 9:16:14 PM |
Chg.+0.002 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
110.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME1U1L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
193.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.45 |
| Time value: |
0.05 |
| Break-even: |
113.80 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.03 |
| Spread %: |
104.00% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
21.28 |
| Rho: |
0.02 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.026 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
-44.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.028 |
0.024 |
| 1M High / 1M Low: |
0.032 |
0.020 |
| 6M High / 6M Low: |
0.091 |
0.014 |
| High (YTD): |
2024-01-22 |
0.091 |
| Low (YTD): |
2024-04-23 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.035 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.64% |
| Volatility 6M: |
|
287.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
