OverviewChartNewsTraderScreen

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

Stuttgart
15/08/2024  09:56:49 Chg.+0.002 Bid14:33:07 Ask14:33:07 Underlying Strike price Expiration date Option type
0.037EUR +5.71% 0.036
Bid Size: 30,000		 -
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: 292.80
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.19
Parity: -1.07
Time value: 0.04
Break-even: 113.55
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.34
Spread abs.: 0.00
Spread %: -2.78%
Delta: 0.11
Theta: -0.01
Omega: 31.45
Rho: 0.04
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.035
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.00%
1 Month
  -38.33%
3 Months  
+5.71%
YTD  
+68.18%
1 Year
  -69.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.029
1M High / 1M Low: 0.075 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:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   1,086.957
Avg. price 6M:   0.033
Avg. volume 6M:   196.850
Avg. price 1Y:   0.049
Avg. volume 1Y:   746.086
Volatility 1M:   591.56%
Volatility 6M:   369.72%
Volatility 1Y:   325.01%
Volatility 3Y:   -