Morgan Stanley Call 115 NVO 20.06.2025
/ DE000ME1GB44
Morgan Stanley Call 115 NVO 20.06.../ DE000ME1GB44 /
12/08/2024 14:54:31 |
Chg.-0.13 |
Bid19:01:56 |
Ask19:01:56 |
Underlying |
Strike price |
Expiration date |
Option type |
2.51EUR |
-4.92% |
2.43 Bid Size: 125,000 |
2.44 Ask Size: 125,000 |
Novo Nordisk |
115.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
ME1GB4 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
03/10/2023 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.40 |
Intrinsic value: |
1.69 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
1.69 |
Time value: |
0.99 |
Break-even: |
132.18 |
Moneyness: |
1.16 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.37% |
Delta: |
0.76 |
Theta: |
-0.03 |
Omega: |
3.48 |
Rho: |
0.57 |
Quote data
Open: |
2.70 |
High: |
2.70 |
Low: |
2.51 |
Previous Close: |
2.64 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.06% |
1 Month |
|
|
-27.25% |
3 Months |
|
|
-2.71% |
YTD |
|
|
+85.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.64 |
1.76 |
1M High / 1M Low: |
3.45 |
1.76 |
6M High / 6M Low: |
3.86 |
1.76 |
High (YTD): |
25/06/2024 |
3.86 |
Low (YTD): |
02/01/2024 |
1.29 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.82 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.81% |
Volatility 6M: |
|
110.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |