Morgan Stanley Call 125 NVO 20.09.2024
/ DE000ME22EL5
Morgan Stanley Call 125 NVO 20.09.../ DE000ME22EL5 /
8/12/2024 12:48:30 PM |
Chg.-0.10 |
Bid8/12/2024 |
Ask8/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.93EUR |
-9.71% |
0.93 Bid Size: 10,000 |
- Ask Size: - |
Novo Nordisk |
125.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
ME22EL |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/13/2023 |
Last trading day: |
9/20/2024 |
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): |
6/25/2024 |
2.28 |
Low (YTD): |
1/25/2024 |
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: |
|
- |