Morgan Stanley Call 120 NOVN 20.06.2025
/ DE000ME2ZRR0
Morgan Stanley Call 120 NOVN 20.0.../ DE000ME2ZRR0 /
| 8/2/2024 9:18:45 PM |
Chg.+0.001 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
+1.08% |
-
Bid Size: - |
-
Ask Size: - |
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: |
85.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-2.70 |
| Time value: |
0.12 |
| Break-even: |
128.55 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
25.81% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
12.01 |
| Rho: |
0.11 |
Quote data
| Open: |
0.092 |
| High: |
0.095 |
| Low: |
0.092 |
| Previous Close: |
0.093 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
-3.09% |
| 3 Months |
|
|
+38.24% |
| YTD |
|
|
-15.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.093 |
| 1M High / 1M Low: |
0.127 |
0.064 |
| 6M High / 6M Low: |
0.127 |
0.053 |
| High (YTD): |
1/17/2024 |
0.154 |
| Low (YTD): |
4/3/2024 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.086 |
| Avg. volume 6M: |
|
551.165 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.33% |
| Volatility 6M: |
|
146.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
