Morgan Stanley Call 120 NVO 16.01.2026
/ DE000ME1GBA2
Morgan Stanley Call 120 NVO 16.01.../ DE000ME1GBA2 /
13/09/2024 20:20:16 |
Chg.+0.03 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
3.01EUR |
+1.01% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
120.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
ME1GBA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
03/10/2023 |
Last trading day: |
16/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.65 |
Intrinsic value: |
1.53 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
1.53 |
Time value: |
1.48 |
Break-even: |
138.44 |
Moneyness: |
1.14 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.33% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
3.04 |
Rho: |
0.82 |
Quote data
Open: |
2.95 |
High: |
3.01 |
Low: |
2.95 |
Previous Close: |
2.98 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
-3.22% |
3 Months |
|
|
-21.61% |
YTD |
|
|
+96.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.01 |
2.50 |
1M High / 1M Low: |
3.14 |
2.50 |
6M High / 6M Low: |
4.08 |
2.02 |
High (YTD): |
25/06/2024 |
4.08 |
Low (YTD): |
02/01/2024 |
1.48 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.09 |
Avg. volume 6M: |
|
40 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.85% |
Volatility 6M: |
|
90.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |