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Morgan Stanley Call 117.5 NVO 17..../  DE000ME1SN46  /

Stuttgart
16/10/2024  20:51:59 Chg.+0.010 Bid22:00:05 Ask22:00:05 Underlying Strike price Expiration date Option type
0.900EUR +1.12% -
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: 11.77
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.03
Implied volatility: 0.40
Historic volatility: 0.28
Parity: 0.03
Time value: 0.89
Break-even: 117.16
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.56
Theta: -0.05
Omega: 6.61
Rho: 0.13
 

Quote data

Open: 0.820
High: 0.900
Low: 0.820
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.10%
1 Month
  -56.10%
3 Months
  -62.34%
YTD
  -3.23%
1 Year
  -26.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.890
1M High / 1M Low: 2.060 0.770
6M High / 6M Low: 3.300 0.770
High (YTD): 25/06/2024 3.300
Low (YTD): 04/10/2024 0.770
52W High: 25/06/2024 3.300
52W Low: 15/12/2023 0.710
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   1.183
Avg. volume 1M:   0.000
Avg. price 6M:   2.150
Avg. volume 6M:   0.000
Avg. price 1Y:   1.776
Avg. volume 1Y:   1.641
Volatility 1M:   168.37%
Volatility 6M:   147.36%
Volatility 1Y:   142.23%
Volatility 3Y:   -