Morgan Stanley Call 117.5 NVO 17.01.2025
/ DE000ME1SN46
Morgan Stanley Call 117.5 NVO 17..../ DE000ME1SN46 /
| 13/09/2024 17:58:11 |
Chg.+0.14 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
+6.39% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
117.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
ME1SN4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
117.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
09/10/2023 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
1.76 |
| Time value: |
0.56 |
| Break-even: |
129.28 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
4.18 |
| Rho: |
0.25 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.33 |
| Previous Close: |
2.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.99% |
| 1 Month |
|
|
-0.43% |
| 3 Months |
|
|
-23.10% |
| YTD |
|
|
+150.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
1.71 |
| 1M High / 1M Low: |
2.43 |
1.71 |
| 6M High / 6M Low: |
3.30 |
1.30 |
| High (YTD): |
25/06/2024 |
3.30 |
| Low (YTD): |
02/01/2024 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.83% |
| Volatility 6M: |
|
131.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
