Morgan Stanley Call 125 NVO 20.09.2024
/ DE000ME22EL5
Morgan Stanley Call 125 NVO 20.09.../ DE000ME22EL5 /
| 12/08/2024 12:48:30 |
Chg.-0.10 |
Bid13:39:07 |
Ask13:39:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.93EUR |
-9.71% |
0.95
Bid Size: 10,000 |
-
Ask Size: - |
Novo Nordisk |
125.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME22EL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.78 |
| Time value: |
0.29 |
| Break-even: |
125.24 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
8.43 |
| Rho: |
0.08 |
Quote data
| Open: |
0.93 |
| High: |
0.93 |
| Low: |
0.93 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.72% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-16.22% |
| YTD |
|
|
+97.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.55 |
| 1M High / 1M Low: |
1.86 |
0.55 |
| 6M High / 6M Low: |
2.28 |
0.55 |
| High (YTD): |
25/06/2024 |
2.28 |
| Low (YTD): |
25/01/2024 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
14.17 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
426.82% |
| Volatility 6M: |
|
230.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
