Morgan Stanley Call 115 NVO 20.12.2024
/ DE000ME5DFH6
Morgan Stanley Call 115 NVO 20.12.../ DE000ME5DFH6 /
| 16/10/2024 20:13:28 |
Chg.- |
Bid09:08:59 |
Ask09:08:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
- |
0.440
Bid Size: 7,500 |
0.460
Ask Size: 7,500 |
Novo Nordisk |
115.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME5DFH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
23.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.28 |
| Parity: |
0.26 |
| Time value: |
0.20 |
| Break-even: |
110.27 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
16.29 |
| Rho: |
0.13 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.22% |
| 1 Month |
|
|
-36.23% |
| 3 Months |
|
|
-37.14% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.440 |
| 1M High / 1M Low: |
0.700 |
0.400 |
| 6M High / 6M Low: |
0.810 |
0.400 |
| High (YTD): |
01/07/2024 |
0.810 |
| Low (YTD): |
02/01/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.20% |
| Volatility 6M: |
|
80.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
