Morgan Stanley Call 120 NVO 21.03.../  DE000ME1GB85  /

Stuttgart
9/13/2024  8:20:16 PM Chg.+0.04 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.34EUR +1.74% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 120.00 USD 3/21/2025 Call
 

Master data

WKN: ME1GB8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 3/21/2025
Issue date: 10/3/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.31
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 1.53
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 1.53
Time value: 0.80
Break-even: 131.64
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.75
Theta: -0.04
Omega: 3.98
Rho: 0.36
 

Quote data

Open: 2.28
High: 2.34
Low: 2.28
Previous Close: 2.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.51%
1 Month
  -2.09%
3 Months
  -23.03%
YTD  
+136.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.34 1.82
1M High / 1M Low: 2.44 1.82
6M High / 6M Low: 3.31 1.35
High (YTD): 6/25/2024 3.31
Low (YTD): 1/2/2024 0.94
52W High: - -
52W Low: - -
Avg. price 1W:   2.13
Avg. volume 1W:   0.00
Avg. price 1M:   2.21
Avg. volume 1M:   0.00
Avg. price 6M:   2.35
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.01%
Volatility 6M:   119.20%
Volatility 1Y:   -
Volatility 3Y:   -