OverviewChartNewsTraderScreen

Morgan Stanley Call 115 NVO 20.12.../  DE000ME1GAZ1  /

Stuttgart
17/10/2024  08:50:00 Chg.-0.040 Bid09:28:21 Ask09:28:21 Underlying Strike price Expiration date Option type
0.880EUR -4.35% 0.860
Bid Size: 5,000		 -
Ask Size: -		 Novo Nordisk 115.00 USD 20/12/2024 Call
 

Master data

WKN: ME1GAZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 20/12/2024
Issue date: 03/10/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.90
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.26
Implied volatility: 0.41
Historic volatility: 0.28
Parity: 0.26
Time value: 0.65
Break-even: 114.77
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.60
Theta: -0.06
Omega: 7.16
Rho: 0.10
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -56.86%
3 Months
  -62.71%
YTD
  -7.37%
1 Year
  -29.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.890
1M High / 1M Low: 2.170 0.780
6M High / 6M Low: 3.400 0.780
High (YTD): 25/06/2024 3.400
Low (YTD): 04/10/2024 0.780
52W High: 25/06/2024 3.400
52W Low: 11/12/2023 0.720
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   1.209
Avg. volume 1M:   0.000
Avg. price 6M:   2.209
Avg. volume 6M:   0.000
Avg. price 1Y:   1.827
Avg. volume 1Y:   0.000
Volatility 1M:   174.09%
Volatility 6M:   146.58%
Volatility 1Y:   137.14%
Volatility 3Y:   -