Morgan Stanley Call 115 NOVN 20.12.2024
/ DE000ME1WJ38
Morgan Stanley Call 115 NOVN 20.1.../ DE000ME1WJ38 /
| 9/9/2024 9:11:57 PM |
Chg.- |
Bid9:54:44 AM |
Ask9:54:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
- |
0.039
Bid Size: 80,000 |
0.049
Ask Size: 80,000 |
NOVARTIS N |
115.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
ME1WJ3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
207.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-1.67 |
| Time value: |
0.05 |
| Break-even: |
123.21 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
27.50% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
21.21 |
| Rho: |
0.03 |
Quote data
| Open: |
0.038 |
| High: |
0.042 |
| Low: |
0.038 |
| Previous Close: |
0.035 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.15% |
| 1 Month |
|
|
-12.77% |
| 3 Months |
|
|
-25.45% |
| YTD |
|
|
-31.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.034 |
| 1M High / 1M Low: |
0.069 |
0.034 |
| 6M High / 6M Low: |
0.083 |
0.029 |
| High (YTD): |
1/22/2024 |
0.103 |
| Low (YTD): |
4/3/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.048 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.15% |
| Volatility 6M: |
|
228.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
