Morgan Stanley Call 117.5 NVO 17.01.2025
/ DE000ME1SN46
Morgan Stanley Call 117.5 NVO 17..../ DE000ME1SN46 /
| 12/07/2024 18:06:04 |
Chg.+0.19 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.86EUR |
+7.12% |
-
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: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
2.25 |
| Time value: |
0.63 |
| Break-even: |
136.53 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
3.68 |
| Rho: |
0.40 |
Quote data
| Open: |
2.79 |
| High: |
2.86 |
| Low: |
2.79 |
| Previous Close: |
2.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.38% |
| 1 Month |
|
|
-5.61% |
| 3 Months |
|
|
+46.67% |
| YTD |
|
|
+207.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.67 |
| 1M High / 1M Low: |
3.30 |
2.63 |
| 6M High / 6M Low: |
3.30 |
0.89 |
| High (YTD): |
25/06/2024 |
3.30 |
| Low (YTD): |
02/01/2024 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
3.31 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.18% |
| Volatility 6M: |
|
125.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
