Morgan Stanley Call 112.5 NVO 17.01.2025
/ DE000ME1GAW8
Morgan Stanley Call 112.5 NVO 17..../ DE000ME1GAW8 /
| 8/9/2024 8:22:04 PM |
Chg.+0.44 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
+21.89% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
112.50 USD |
1/17/2025 |
Call |
Master data
| WKN: |
ME1GAW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.50 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: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
1.92 |
| Time value: |
0.58 |
| Break-even: |
128.06 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
3.90 |
| Rho: |
0.32 |
Quote data
| Open: |
2.03 |
| High: |
2.45 |
| Low: |
2.03 |
| Previous Close: |
2.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.11% |
| 1 Month |
|
|
-19.67% |
| 3 Months |
|
|
+4.26% |
| YTD |
|
|
+124.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
1.56 |
| 1M High / 1M Low: |
3.28 |
1.56 |
| 6M High / 6M Low: |
3.70 |
1.56 |
| High (YTD): |
6/25/2024 |
3.70 |
| Low (YTD): |
1/2/2024 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.48% |
| Volatility 6M: |
|
124.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
