Morgan Stanley Call 122.5 NVO 17.01.2025
/ DE000ME1ZAY4
Morgan Stanley Call 122.5 NVO 17..../ DE000ME1ZAY4 /
10/16/2024 8:51:59 PM |
Chg.- |
Bid9:59:41 AM |
Ask9:59:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
- |
0.630 Bid Size: 5,000 |
- Ask Size: - |
Novo Nordisk |
122.50 USD |
1/17/2025 |
Call |
Master data
WKN: |
ME1ZAY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
122.50 USD |
Maturity: |
1/17/2025 |
Issue date: |
10/12/2023 |
Last trading day: |
1/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.28 |
Parity: |
-0.41 |
Time value: |
0.70 |
Break-even: |
119.81 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.01 |
Spread %: |
1.45% |
Delta: |
0.48 |
Theta: |
-0.05 |
Omega: |
7.43 |
Rho: |
0.11 |
Quote data
Open: |
0.610 |
High: |
0.680 |
Low: |
0.610 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.45% |
1 Month |
|
|
-60.47% |
3 Months |
|
|
-66.99% |
YTD |
|
|
-13.92% |
1 Year |
|
|
-36.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.670 |
1M High / 1M Low: |
1.740 |
0.580 |
6M High / 6M Low: |
2.940 |
0.580 |
High (YTD): |
6/25/2024 |
2.940 |
Low (YTD): |
10/4/2024 |
0.580 |
52W High: |
6/25/2024 |
2.940 |
52W Low: |
10/4/2024 |
0.580 |
Avg. price 1W: |
|
0.722 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.936 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.845 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.528 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
183.04% |
Volatility 6M: |
|
157.08% |
Volatility 1Y: |
|
150.62% |
Volatility 3Y: |
|
- |