Morgan Stanley Call 120 NVO 20.06.../  DE000ME1GB77  /

Stuttgart
8/9/2024  8:22:06 PM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.34EUR - -
Bid Size: -
-
Ask Size: -
Novo Nordisk 120.00 USD 6/20/2025 Call
 

Master data

WKN: ME1GB7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 6/20/2025
Issue date: 10/3/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.14
Leverage: Yes

Calculated values

Fair value: 2.10
Intrinsic value: 1.23
Implied volatility: 0.35
Historic volatility: 0.27
Parity: 1.23
Time value: 1.15
Break-even: 133.73
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.42%
Delta: 0.72
Theta: -0.03
Omega: 3.71
Rho: 0.55
 

Quote data

Open: 1.93
High: 2.34
Low: 1.93
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.59%
1 Month
  -25.00%
3 Months  
+1.74%
YTD  
+96.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.34 1.53
1M High / 1M Low: 3.12 1.53
6M High / 6M Low: 3.52 1.53
High (YTD): 6/25/2024 3.52
Low (YTD): 1/2/2024 1.13
52W High: - -
52W Low: - -
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   2.32
Avg. volume 1M:   0.00
Avg. price 6M:   2.54
Avg. volume 6M:   629.92
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.34%
Volatility 6M:   115.84%
Volatility 1Y:   -
Volatility 3Y:   -