Morgan Stanley Call 115 NOVN 20.06.2025
/ DE000ME2ZRQ2
Morgan Stanley Call 115 NOVN 20.0.../ DE000ME2ZRQ2 /
| 28/06/2024 16:19:00 |
Chg.+0.008 |
Bid19:12:56 |
Ask19:12:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.147EUR |
+5.76% |
0.140
Bid Size: 2,000 |
0.151
Ask Size: 2,000 |
NOVARTIS N |
115.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
ME2ZRQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
-2.07 |
| Time value: |
0.15 |
| Break-even: |
121.05 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
7.80% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
12.24 |
| Rho: |
0.17 |
Quote data
| Open: |
0.144 |
| High: |
0.147 |
| Low: |
0.144 |
| Previous Close: |
0.139 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.49% |
| 1 Month |
|
|
+45.54% |
| 3 Months |
|
|
+83.75% |
| YTD |
|
|
+17.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.147 |
0.122 |
| 1M High / 1M Low: |
0.147 |
0.095 |
| 6M High / 6M Low: |
0.192 |
0.067 |
| High (YTD): |
17/01/2024 |
0.192 |
| Low (YTD): |
03/04/2024 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.63% |
| Volatility 6M: |
|
133.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
