Morgan Stanley Call 125 NVO 17.01.../  DE000ME22EN1  /

Stuttgart
8/9/2024  6:20:29 PM Chg.+0.46 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.65EUR +38.66% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 125.00 USD 1/17/2025 Call
 

Master data

WKN: ME22EN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 1/17/2025
Issue date: 10/13/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.19
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 0.78
Implied volatility: 0.38
Historic volatility: 0.27
Parity: 0.78
Time value: 0.92
Break-even: 131.51
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.59%
Delta: 0.67
Theta: -0.04
Omega: 4.85
Rho: 0.29
 

Quote data

Open: 1.44
High: 1.65
Low: 1.44
Previous Close: 1.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.24%
1 Month
  -24.66%
3 Months  
+2.48%
YTD  
+132.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 0.96
1M High / 1M Low: 2.38 0.96
6M High / 6M Low: 2.76 0.96
High (YTD): 6/25/2024 2.76
Low (YTD): 1/25/2024 0.67
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.66
Avg. volume 1M:   0.00
Avg. price 6M:   1.86
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.41%
Volatility 6M:   160.97%
Volatility 1Y:   -
Volatility 3Y:   -