Morgan Stanley Call 110 NVO 17.01.2025
/ DE000ME1GAN7
Morgan Stanley Call 110 NVO 17.01.../ DE000ME1GAN7 /
| 10/17/2024 8:49:59 AM |
Chg.-0.04 |
Bid10:05:22 AM |
Ask10:05:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-3.01% |
1.24
Bid Size: 5,000 |
-
Ask Size: - |
Novo Nordisk |
110.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
ME1GAN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/3/2023 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
0.74 |
| Time value: |
0.60 |
| Break-even: |
114.70 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
5.56 |
| 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): |
6/25/2024 |
3.90 |
| Low (YTD): |
1/2/2024 |
1.12 |
| 52W High: |
6/25/2024 |
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: |
|
- |
