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Morgan Stanley Call 120 NOVN 20.0.../  DE000ME2ZRR0  /

Stuttgart
11/15/2024  5:31:31 PM Chg.-0.001 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.027EUR -3.57% -
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: 244.00
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -3.06
Time value: 0.04
Break-even: 128.64
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 48.15%
Delta: 0.06
Theta: 0.00
Omega: 15.42
Rho: 0.03
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -66.25%
3 Months
  -73.79%
YTD
  -75.68%
1 Year
  -82.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.028 0.027
1M High / 1M Low: 0.080 0.027
6M High / 6M Low: 0.129 0.027
High (YTD): 1/17/2024 0.154
Low (YTD): 11/15/2024 0.027
52W High: 1/17/2024 0.154
52W Low: 11/15/2024 0.027
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   0.091
Avg. volume 1Y:   273.430
Volatility 1M:   158.65%
Volatility 6M:   150.06%
Volatility 1Y:   140.05%
Volatility 3Y:   -