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Morgan Stanley Call 122.5 NVO 17..../  DE000ME1ZAY4  /

Stuttgart
16/10/2024  20:51:59 Chg.+0.010 Bid22:00:04 Ask22:00:04 Underlying Strike price Expiration date Option type
0.680EUR +1.49% -
Bid Size: -		 -
Ask Size: -		 Novo Nordisk 122.50 USD 17/01/2025 Call
 

Master data

WKN: ME1ZAY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 122.50 USD
Maturity: 17/01/2025
Issue date: 12/10/2023
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.46
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.28
Parity: -0.43
Time value: 0.70
Break-even: 119.56
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.48
Theta: -0.05
Omega: 7.37
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  
+4.62%
1 Month
  -65.66%
3 Months
  -72.02%
YTD
  -13.92%
1 Year
  -35.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.650
1M High / 1M Low: 1.980 0.580
6M High / 6M Low: 2.940 0.580
High (YTD): 25/06/2024 2.940
Low (YTD): 04/10/2024 0.580
52W High: 25/06/2024 2.940
52W Low: 04/10/2024 0.580
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.995
Avg. volume 1M:   0.000
Avg. price 6M:   1.853
Avg. volume 6M:   0.000
Avg. price 1Y:   1.530
Avg. volume 1Y:   0.000
Volatility 1M:   184.84%
Volatility 6M:   157.07%
Volatility 1Y:   150.63%
Volatility 3Y:   -