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

Stuttgart
7/12/2024  8:19:53 PM Chg.+0.22 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.91EUR +8.18% -
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: 4.52
Leverage: Yes

Calculated values

Fair value: 2.63
Intrinsic value: 2.02
Implied volatility: 0.37
Historic volatility: 0.29
Parity: 2.02
Time value: 0.86
Break-even: 138.83
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.35%
Delta: 0.78
Theta: -0.03
Omega: 3.54
Rho: 0.50
 

Quote data

Open: 2.74
High: 2.91
Low: 2.74
Previous Close: 2.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.34%
1 Month
  -1.36%
3 Months  
+42.65%
YTD  
+193.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.02 2.69
1M High / 1M Low: 3.31 2.64
6M High / 6M Low: 3.31 0.96
High (YTD): 6/25/2024 3.31
Low (YTD): 1/2/2024 0.94
52W High: - -
52W Low: - -
Avg. price 1W:   2.87
Avg. volume 1W:   0.00
Avg. price 1M:   2.96
Avg. volume 1M:   0.00
Avg. price 6M:   2.18
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.98%
Volatility 6M:   104.28%
Volatility 1Y:   -
Volatility 3Y:   -