Morgan Stanley Call 117.5 NOVN 20.12.2024
/ DE000ME80W07
Morgan Stanley Call 117.5 NOVN 20.../ DE000ME80W07 /
| 09/07/2024 21:15:21 |
Chg.+0.001 |
Bid21:49:56 |
Ask21:49:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
+2.08% |
0.050
Bid Size: 2,000 |
0.061
Ask Size: 2,000 |
NOVARTIS N |
117.50 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
ME80W0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
117.50 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
163.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-2.15 |
| Time value: |
0.06 |
| Break-even: |
121.57 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
24.49% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
16.60 |
| Rho: |
0.04 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.048 |
| Previous Close: |
0.048 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
+11.36% |
| 3 Months |
|
|
+58.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.043 |
| 1M High / 1M Low: |
0.053 |
0.038 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
