Morgan Stanley Call 122.5 NVO 20.12.2024
/ DE000ME1ZAZ1
Morgan Stanley Call 122.5 NVO 20..../ DE000ME1ZAZ1 /
| 13/09/2024 17:59:57 |
Chg.+0.15 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
+8.67% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
122.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME1ZAZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
1.31 |
| Time value: |
0.55 |
| Break-even: |
129.20 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
4.97 |
| Rho: |
0.20 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.17% |
| 1 Month |
|
|
-1.57% |
| 3 Months |
|
|
-26.85% |
| YTD |
|
|
+154.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.30 |
| 1M High / 1M Low: |
1.98 |
1.30 |
| 6M High / 6M Low: |
2.83 |
0.96 |
| High (YTD): |
25/06/2024 |
2.83 |
| Low (YTD): |
02/01/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.30% |
| Volatility 6M: |
|
147.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
