Morgan Stanley Call 120 NVO 20.09.2024
/ DE000MB4RGP3
Morgan Stanley Call 120 NVO 20.09.../ DE000MB4RGP3 /
| 12/07/2024 21:09:12 |
Chg.+0.48 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.53EUR |
+11.85% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
MB4RGP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/03/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.31 |
| Intrinsic value: |
4.05 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
4.05 |
| Time value: |
0.42 |
| Break-even: |
132.38 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
5.12 |
| Rho: |
0.17 |
Quote data
| Open: |
4.38 |
| High: |
4.58 |
| Low: |
4.38 |
| Previous Close: |
4.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.37% |
| 1 Month |
|
|
-4.03% |
| 3 Months |
|
|
+65.93% |
| YTD |
|
|
+287.18% |
| 1 Year |
|
|
+1124.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.73 |
4.05 |
| 1M High / 1M Low: |
5.50 |
3.93 |
| 6M High / 6M Low: |
5.50 |
1.01 |
| High (YTD): |
25/06/2024 |
5.50 |
| Low (YTD): |
25/01/2024 |
1.01 |
| 52W High: |
25/06/2024 |
5.50 |
| 52W Low: |
27/07/2023 |
0.36 |
| Avg. price 1W: |
|
4.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.07 |
| Avg. volume 1Y: |
|
31.37 |
| Volatility 1M: |
|
139.77% |
| Volatility 6M: |
|
146.07% |
| Volatility 1Y: |
|
217.52% |
| Volatility 3Y: |
|
- |
