Morgan Stanley Call 120 NOVN 20.06.2025
/ DE000ME2ZRR0
Morgan Stanley Call 120 NOVN 20.0.../ DE000ME2ZRR0 /
| 9/9/2024 9:06:37 PM |
Chg.- |
Bid10:18:59 AM |
Ask10:18:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.093EUR |
- |
0.092
Bid Size: 80,000 |
0.102
Ask Size: 80,000 |
NOVARTIS N |
120.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
ME2ZRR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
102.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
-2.21 |
| Time value: |
0.10 |
| Break-even: |
129.07 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
11.96% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
14.65 |
| Rho: |
0.11 |
Quote data
| Open: |
0.089 |
| High: |
0.094 |
| Low: |
0.089 |
| Previous Close: |
0.083 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.45% |
| 1 Month |
|
|
+4.49% |
| 3 Months |
|
|
-1.06% |
| YTD |
|
|
-16.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.083 |
| 1M High / 1M Low: |
0.129 |
0.082 |
| 6M High / 6M Low: |
0.129 |
0.053 |
| High (YTD): |
1/17/2024 |
0.154 |
| Low (YTD): |
4/3/2024 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.086 |
| Avg. volume 6M: |
|
546.859 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.58% |
| Volatility 6M: |
|
157.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
