Morgan Stanley Call 110 NVO 17.01.../  DE000ME1GAN7  /

Stuttgart
09/08/2024  20:22:04 Chg.+0.45 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
2.63EUR +20.64% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 110.00 USD 17/01/2025 Call
 

Master data

WKN: ME1GAN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 17/01/2025
Issue date: 03/10/2023
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.56
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 2.15
Implied volatility: 0.41
Historic volatility: 0.27
Parity: 2.15
Time value: 0.53
Break-even: 127.57
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.37%
Delta: 0.82
Theta: -0.03
Omega: 3.73
Rho: 0.32
 

Quote data

Open: 2.20
High: 2.63
Low: 2.20
Previous Close: 2.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.55%
1 Month
  -24.21%
3 Months  
+4.78%
YTD  
+121.01%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.63 1.71
1M High / 1M Low: 3.47 1.71
6M High / 6M Low: 3.90 1.71
High (YTD): 25/06/2024 3.90
Low (YTD): 02/01/2024 1.12
52W High: - -
52W Low: - -
Avg. price 1W:   2.25
Avg. volume 1W:   0.00
Avg. price 1M:   2.57
Avg. volume 1M:   0.00
Avg. price 6M:   2.77
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.22%
Volatility 6M:   119.21%
Volatility 1Y:   -
Volatility 3Y:   -