Morgan Stanley Call 120 NVO 20.12.2024
/ DE000ME1GBB0
Morgan Stanley Call 120 NVO 20.12.../ DE000ME1GBB0 /
| 8/12/2024 8:49:24 AM |
Chg.+0.08 |
Bid9:02:10 AM |
Ask9:02:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
+4.32% |
1.78
Bid Size: 10,000 |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME1GBB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
1.23 |
| Time value: |
0.66 |
| Break-even: |
128.83 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
4.76 |
| Rho: |
0.26 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.67% |
| 1 Month |
|
|
-25.77% |
| 3 Months |
|
|
+8.43% |
| YTD |
|
|
+141.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.07 |
| 1M High / 1M Low: |
2.60 |
1.07 |
| 6M High / 6M Low: |
3.01 |
1.07 |
| High (YTD): |
6/25/2024 |
3.01 |
| Low (YTD): |
1/2/2024 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
629.92 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.81% |
| Volatility 6M: |
|
147.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
