Morgan Stanley Call 125 NOVN 20.06.2025
/ DE000ME2ZRS8
Morgan Stanley Call 125 NOVN 20.0.../ DE000ME2ZRS8 /
| 09/07/2024 20:54:20 |
Chg.+0.001 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
+1.33% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
125.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
ME2ZRS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
113.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-2.92 |
| Time value: |
0.09 |
| Break-even: |
129.56 |
| Moneyness: |
0.77 |
| Premium: |
0.30 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
15.79% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
12.83 |
| Rho: |
0.10 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.076 |
| Previous Close: |
0.075 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.57% |
| 3 Months |
|
|
+46.15% |
| YTD |
|
|
-24.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.072 |
| 1M High / 1M Low: |
0.079 |
0.063 |
| 6M High / 6M Low: |
0.129 |
0.045 |
| High (YTD): |
17/01/2024 |
0.129 |
| Low (YTD): |
17/04/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.074 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.31% |
| Volatility 6M: |
|
136.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
