Morgan Stanley Call 117.5 NOVN 19.12.2025
/ DE000MG4GGU1
Morgan Stanley Call 117.5 NOVN 19.../ DE000MG4GGU1 /
9/9/2024 6:22:50 PM |
Chg.- |
Bid11:47:36 AM |
Ask11:47:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.237EUR |
- |
0.228 Bid Size: 80,000 |
0.238 Ask Size: 80,000 |
NOVARTIS N |
117.50 CHF |
12/19/2025 |
Call |
Master data
WKN: |
MG4GGU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
117.50 CHF |
Maturity: |
12/19/2025 |
Issue date: |
5/20/2024 |
Last trading day: |
12/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
43.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.19 |
Parity: |
-1.94 |
Time value: |
0.24 |
Break-even: |
127.80 |
Moneyness: |
0.85 |
Premium: |
0.21 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
4.74% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
11.01 |
Rho: |
0.31 |
Quote data
Open: |
0.227 |
High: |
0.237 |
Low: |
0.225 |
Previous Close: |
0.217 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.85% |
1 Month |
|
|
+9.22% |
3 Months |
|
|
+16.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.214 |
1M High / 1M Low: |
0.300 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.245 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |