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

Stuttgart
02/08/2024  20:39:35 Chg.-0.013 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.037EUR -26.00% -
Bid Size: -		 -
Ask Size: -		 Novartis AG 113.20 - 20/12/2024 Call
 

Master data

WKN: MB5UTB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novartis AG
Type: Warrant
Option type: Call
Strike price: 113.20 -
Maturity: 20/12/2024
Issue date: 26/04/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 272.22
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.18
Parity: -1.25
Time value: 0.04
Break-even: 113.57
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.37
Spread abs.: 0.00
Spread %: -7.50%
Delta: 0.10
Theta: -0.01
Omega: 27.68
Rho: 0.04
 

Quote data

Open: 0.038
High: 0.043
Low: 0.037
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.09%
1 Month
  -13.95%
3 Months  
+76.19%
YTD  
+68.18%
1 Year
  -67.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.037
1M High / 1M Low: 0.083 0.016
6M High / 6M Low: 0.083 0.012
High (YTD): 12/07/2024 0.083
Low (YTD): 02/04/2024 0.012
52W High: 28/09/2023 0.157
52W Low: 02/04/2024 0.012
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   1,086.957
Avg. price 6M:   0.032
Avg. volume 6M:   196.850
Avg. price 1Y:   0.052
Avg. volume 1Y:   746.086
Volatility 1M:   557.93%
Volatility 6M:   352.25%
Volatility 1Y:   314.10%
Volatility 3Y:   -