Morgan Stanley Call 110 NOVN 21.0.../  DE000MG1WJN3  /

Stuttgart
9/6/2024  8:59:56 PM Chg.+0.002 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.142EUR +1.43% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 110.00 CHF 3/21/2025 Call
 

Master data

WKN: MG1WJN
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 110.00 CHF
Maturity: 3/21/2025
Issue date: 4/8/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.16
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.18
Parity: -1.30
Time value: 0.15
Break-even: 119.00
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 7.97%
Delta: 0.22
Theta: -0.01
Omega: 15.53
Rho: 0.12
 

Quote data

Open: 0.137
High: 0.150
Low: 0.137
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.26%
1 Month
  -3.40%
3 Months
  -8.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.238 0.140
1M High / 1M Low: 0.238 0.134
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -