Morgan Stanley Call 112.5 NOVN 21.03.2025
/ DE000MG4GGS5
Morgan Stanley Call 112.5 NOVN 21.../ DE000MG4GGS5 /
| 9/9/2024 6:22:50 PM |
Chg.- |
Bid10:00:09 AM |
Ask10:00:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.125EUR |
- |
0.118
Bid Size: 80,000 |
0.128
Ask Size: 80,000 |
NOVARTIS N |
112.50 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
MG4GGS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.50 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
5/20/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
80.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
-1.41 |
| Time value: |
0.13 |
| Break-even: |
121.34 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
9.17% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
16.13 |
| Rho: |
0.10 |
Quote data
| Open: |
0.117 |
| High: |
0.125 |
| Low: |
0.116 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.87% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
+7.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.156 |
0.105 |
| 1M High / 1M Low: |
0.179 |
0.105 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.129 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
