OverviewChartNewsTraderScreen

Morgan Stanley Call 122.5 NVO 21..../  DE000ME1ZB25  /

Stuttgart
10/16/2024  8:51:59 PM Chg.- Bid10:46:03 AM Ask10:46:03 AM Underlying Strike price Expiration date Option type
0.870EUR - 0.840
Bid Size: 5,000		 -
Ask Size: -		 Novo Nordisk 122.50 USD 3/21/2025 Call
 

Master data

WKN: ME1ZB2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 122.50 USD
Maturity: 3/21/2025
Issue date: 10/12/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.21
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -0.41
Time value: 0.89
Break-even: 121.71
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.51
Theta: -0.04
Omega: 6.18
Rho: 0.20
 

Quote data

Open: 0.800
High: 0.870
Low: 0.800
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -54.69%
3 Months
  -61.50%
YTD
  -6.45%
1 Year
  -30.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.860
1M High / 1M Low: 1.940 0.770
6M High / 6M Low: 3.140 0.770
High (YTD): 6/25/2024 3.140
Low (YTD): 10/4/2024 0.770
52W High: 6/25/2024 3.140
52W Low: 12/12/2023 0.730
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   1.138
Avg. volume 1M:   0.000
Avg. price 6M:   2.038
Avg. volume 6M:   0.000
Avg. price 1Y:   1.704
Avg. volume 1Y:   39.063
Volatility 1M:   157.00%
Volatility 6M:   139.60%
Volatility 1Y:   134.46%
Volatility 3Y:   -