Morgan Stanley Call 120 NVO 20.12.../  DE000ME1GBB0  /

Stuttgart
09/08/2024  20:22:06 Chg.+0.41 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
1.85EUR +28.47% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 120.00 USD 20/12/2024 Call
 

Master data

WKN: ME1GBB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 20/12/2024
Issue date: 03/10/2023
Last trading day: 20/12/2024
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: 1.45
High: 1.85
Low: 1.45
Previous Close: 1.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.33%
1 Month
  -28.85%
3 Months  
+3.93%
YTD  
+131.25%
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): 25/06/2024 3.01
Low (YTD): 02/01/2024 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:   -