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Morgan Stanley Call 113.2 NVSEF 2.../  DE000MB5UTB7  /

Stuttgart
2024-06-28  3:16:16 PM Chg.+0.006 Bid4:08:02 PM Ask4:08:02 PM Underlying Strike price Expiration date Option type
0.050EUR +13.64% 0.050
Bid Size: 80,000		 -
Ask Size: -		 Novartis AG 113.20 - 2024-12-20 Call
 

Master data

WKN: MB5UTB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novartis AG
Type: Warrant
Option type: Call
Strike price: 113.20 -
Maturity: 2024-12-20
Issue date: 2023-04-26
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 224.64
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.19
Parity: -1.44
Time value: 0.04
Break-even: 113.64
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.34
Spread abs.: 0.00
Spread %: -4.35%
Delta: 0.11
Theta: -0.01
Omega: 23.75
Rho: 0.05
 

Quote data

Open: 0.047
High: 0.050
Low: 0.047
Previous Close: 0.044
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.06%
1 Month  
+92.31%
3 Months  
+163.16%
YTD  
+127.27%
1 Year
  -54.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.034
1M High / 1M Low: 0.065 0.024
6M High / 6M Low: 0.068 0.012
High (YTD): 2024-01-22 0.068
Low (YTD): 2024-04-02 0.012
52W High: 2023-09-28 0.157
52W Low: 2024-04-02 0.012
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   0.057
Avg. volume 1Y:   648.430
Volatility 1M:   268.28%
Volatility 6M:   349.58%
Volatility 1Y:   275.59%
Volatility 3Y:   -