Morgan Stanley Call 122.5 NVO 17.01.2025
/ DE000ME1ZAY4
Morgan Stanley Call 122.5 NVO 17..../ DE000ME1ZAY4 /
| 12/07/2024 18:11:05 |
Chg.+0.18 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
+7.76% |
-
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: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
1.80 |
| Time value: |
0.73 |
| Break-even: |
137.62 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
3.99 |
| Rho: |
0.39 |
Quote data
| Open: |
2.44 |
| High: |
2.50 |
| Low: |
2.44 |
| Previous Close: |
2.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.21% |
| 1 Month |
|
|
-6.72% |
| 3 Months |
|
|
+47.06% |
| YTD |
|
|
+216.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
2.32 |
| 1M High / 1M Low: |
2.94 |
2.30 |
| 6M High / 6M Low: |
2.94 |
0.74 |
| High (YTD): |
25/06/2024 |
2.94 |
| Low (YTD): |
02/01/2024 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.22% |
| Volatility 6M: |
|
132.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
