Morgan Stanley Call 115 NVO 20.12.2024
/ DE000ME1GAZ1
Morgan Stanley Call 115 NVO 20.12.../ DE000ME1GAZ1 /
| 13/09/2024 20:20:16 |
Chg.+0.04 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
+1.69% |
-
Bid Size: - |
-
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: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
1.99 |
| Time value: |
0.40 |
| Break-even: |
127.73 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
4.25 |
| Rho: |
0.21 |
Quote data
| Open: |
2.33 |
| High: |
2.40 |
| Low: |
2.33 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.35% |
| 1 Month |
|
|
-2.44% |
| 3 Months |
|
|
-23.08% |
| YTD |
|
|
+152.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
1.84 |
| 1M High / 1M Low: |
2.52 |
1.84 |
| 6M High / 6M Low: |
3.40 |
1.32 |
| High (YTD): |
25/06/2024 |
3.40 |
| Low (YTD): |
02/01/2024 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.50% |
| Volatility 6M: |
|
128.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
