Morgan Stanley Call 125 NOVN 20.06.2025
/ DE000ME2ZRS8
Morgan Stanley Call 125 NOVN 20.0.../ DE000ME2ZRS8 /
| 11/10/2024 18:04:15 |
Chg.+0.006 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+12.77% |
-
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: |
159.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-2.82 |
| Time value: |
0.07 |
| Break-even: |
134.00 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
20.00% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
14.84 |
| Rho: |
0.06 |
Quote data
| Open: |
0.049 |
| High: |
0.053 |
| Low: |
0.049 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
-1.85% |
| 3 Months |
|
|
-42.39% |
| YTD |
|
|
-47.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.044 |
| 1M High / 1M Low: |
0.056 |
0.042 |
| 6M High / 6M Low: |
0.092 |
0.042 |
| High (YTD): |
17/01/2024 |
0.129 |
| Low (YTD): |
26/09/2024 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.064 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.59% |
| Volatility 6M: |
|
159.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
