Morgan Stanley Call 120 NVO 20.06.2025
/ DE000ME1GB77
Morgan Stanley Call 120 NVO 20.06.../ DE000ME1GB77 /
| 13/09/2024 20:20:16 |
Chg.+0.04 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
+1.59% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
ME1GB7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
03/10/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
1.53 |
| Time value: |
1.01 |
| Break-even: |
133.74 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
3.62 |
| Rho: |
0.51 |
Quote data
| Open: |
2.49 |
| High: |
2.55 |
| Low: |
2.49 |
| Previous Close: |
2.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.85% |
| 1 Month |
|
|
-1.92% |
| 3 Months |
|
|
-21.54% |
| YTD |
|
|
+114.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
2.03 |
| 1M High / 1M Low: |
2.64 |
2.03 |
| 6M High / 6M Low: |
3.52 |
1.53 |
| High (YTD): |
25/06/2024 |
3.52 |
| Low (YTD): |
02/01/2024 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.57 |
| Avg. volume 6M: |
|
625 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.25% |
| Volatility 6M: |
|
109.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
