Morgan Stanley Call 120 NVO 20.09.2024
/ DE000MB4RGP3
Morgan Stanley Call 120 NVO 20.09.../ DE000MB4RGP3 /
| 7/16/2024 9:18:42 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.21EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
MB4RGP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/23/2023 |
| Last trading day: |
7/17/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.27 |
| Parity: |
0.45 |
| Time value: |
3.80 |
| Break-even: |
141.25 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
2.61 |
| Spread abs.: |
0.02 |
| Spread %: |
0.47% |
| Delta: |
0.60 |
| Theta: |
-0.24 |
| Omega: |
3.47 |
| Rho: |
0.06 |
Quote data
| Open: |
4.31 |
| High: |
4.31 |
| Low: |
4.21 |
| Previous Close: |
4.35 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.95% |
| 3 Months |
|
|
+49.82% |
| YTD |
|
|
+259.83% |
| 1 Year |
|
|
+484.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.53 |
4.05 |
| 6M High / 6M Low: |
5.50 |
2.15 |
| High (YTD): |
6/25/2024 |
5.50 |
| Low (YTD): |
1/25/2024 |
1.01 |
| 52W High: |
6/25/2024 |
5.50 |
| 52W Low: |
10/4/2023 |
0.60 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.23 |
| Avg. volume 1Y: |
|
33.90 |
| Volatility 1M: |
|
141.14% |
| Volatility 6M: |
|
136.06% |
| Volatility 1Y: |
|
154.24% |
| Volatility 3Y: |
|
- |
