Morgan Stanley Call 110 NVO 17.01.2025
/ DE000ME1GAN7
Morgan Stanley Call 110 NVO 17.01.../ DE000ME1GAN7 /
17/10/2024 08:49:59 |
Chg.-0.04 |
Bid08:56:39 |
Ask08:56:39 |
Underlying |
Strike price |
Expiration date |
Option type |
1.29EUR |
-3.01% |
- 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: |
8.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.42 |
Historic volatility: |
0.28 |
Parity: |
0.72 |
Time value: |
0.61 |
Break-even: |
114.37 |
Moneyness: |
1.07 |
Premium: |
0.06 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
0.76% |
Delta: |
0.68 |
Theta: |
-0.05 |
Omega: |
5.54 |
Rho: |
0.15 |
Quote data
Open: |
1.29 |
High: |
1.29 |
Low: |
1.29 |
Previous Close: |
1.33 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.01% |
1 Month |
|
|
-48.61% |
3 Months |
|
|
-54.42% |
YTD |
|
|
+8.40% |
1 Year |
|
|
-14.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.46 |
1.30 |
1M High / 1M Low: |
2.63 |
1.16 |
6M High / 6M Low: |
3.90 |
1.16 |
High (YTD): |
25/06/2024 |
3.90 |
Low (YTD): |
02/01/2024 |
1.12 |
52W High: |
25/06/2024 |
3.90 |
52W Low: |
12/12/2023 |
0.91 |
Avg. price 1W: |
|
1.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.66 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.19 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
141.53% |
Volatility 6M: |
|
125.23% |
Volatility 1Y: |
|
120.34% |
Volatility 3Y: |
|
- |