Morgan Stanley Call 110 NVO 20.12.../  DE000ME1GAR8  /

Stuttgart
9/13/2024  8:20:15 PM Chg.+0.04 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
2.78EUR +1.46% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 110.00 USD 12/20/2024 Call
 

Master data

WKN: ME1GAR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 12/20/2024
Issue date: 10/3/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.47
Leverage: Yes

Calculated values

Fair value: 2.56
Intrinsic value: 2.44
Implied volatility: 0.47
Historic volatility: 0.27
Parity: 2.44
Time value: 0.33
Break-even: 127.01
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.36%
Delta: 0.86
Theta: -0.04
Omega: 3.83
Rho: 0.21
 

Quote data

Open: 2.71
High: 2.78
Low: 2.71
Previous Close: 2.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.40%
1 Month
  -2.11%
3 Months
  -20.80%
YTD  
+146.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.78 2.20
1M High / 1M Low: 2.91 2.20
6M High / 6M Low: 3.81 1.61
High (YTD): 6/25/2024 3.81
Low (YTD): 1/2/2024 1.06
52W High: - -
52W Low: - -
Avg. price 1W:   2.55
Avg. volume 1W:   0.00
Avg. price 1M:   2.64
Avg. volume 1M:   0.00
Avg. price 6M:   2.74
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.86%
Volatility 6M:   117.52%
Volatility 1Y:   -
Volatility 3Y:   -