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

Stuttgart
8/9/2024  8:22:04 PM Chg.+0.40 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.13EUR +23.12% -
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: 5.61
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.23
Implied volatility: 0.37
Historic volatility: 0.27
Parity: 1.23
Time value: 0.95
Break-even: 131.73
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.46%
Delta: 0.72
Theta: -0.03
Omega: 4.05
Rho: 0.41
 

Quote data

Open: 1.74
High: 2.13
Low: 1.74
Previous Close: 1.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.52%
1 Month
  -20.82%
3 Months  
+2.90%
YTD  
+115.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.13 1.35
1M High / 1M Low: 2.91 1.35
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:   1.82
Avg. volume 1W:   0.00
Avg. price 1M:   2.13
Avg. volume 1M:   0.00
Avg. price 6M:   2.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.67%
Volatility 6M:   126.65%
Volatility 1Y:   -
Volatility 3Y:   -