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Morgan Stanley Call 125 NVO 21.03.../  DE000ME22EM3  /

Stuttgart
10/16/2024  8:52:43 PM Chg.+0.010 Bid10:00:05 PM Ask10:00:05 PM Underlying Strike price Expiration date Option type
0.780EUR +1.30% -
Bid Size: -		 -
Ask Size: -		 Novo Nordisk 125.00 USD 3/21/2025 Call
 

Master data

WKN: ME22EM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 3/21/2025
Issue date: 10/13/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.70
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.28
Parity: -0.66
Time value: 0.79
Break-even: 122.76
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.47
Theta: -0.04
Omega: 6.42
Rho: 0.18
 

Quote data

Open: 0.710
High: 0.780
Low: 0.710
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.50%
1 Month
  -55.93%
3 Months
  -63.03%
YTD
  -8.24%
1 Year
  -33.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.770
1M High / 1M Low: 1.790 0.680
6M High / 6M Low: 2.960 0.680
High (YTD): 6/25/2024 2.960
Low (YTD): 10/4/2024 0.680
52W High: 6/25/2024 2.960
52W Low: 10/4/2024 0.680
Avg. price 1W:   0.824
Avg. volume 1W:   0.000
Avg. price 1M:   1.030
Avg. volume 1M:   0.000
Avg. price 6M:   1.902
Avg. volume 6M:   0.000
Avg. price 1Y:   1.592
Avg. volume 1Y:   0.000
Volatility 1M:   162.64%
Volatility 6M:   146.26%
Volatility 1Y:   139.68%
Volatility 3Y:   -