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Morgan Stanley Call 127.5 NVO 17..../  DE000ME22EU6  /

Stuttgart
10/16/2024  8:52:43 PM Chg.- Bid9:06:27 AM Ask9:06:27 AM Underlying Strike price Expiration date Option type
0.500EUR - -
Bid Size: -		 -
Ask Size: -		 Novo Nordisk 127.50 USD 1/17/2025 Call
 

Master data

WKN: ME22EU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 127.50 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: 20.82
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -0.89
Time value: 0.52
Break-even: 122.35
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.39
Theta: -0.05
Omega: 8.18
Rho: 0.10
 

Quote data

Open: 0.440
High: 0.500
Low: 0.440
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -65.04%
3 Months
  -71.59%
YTD
  -24.24%
1 Year
  -46.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.500
1M High / 1M Low: 1.440 0.430
6M High / 6M Low: 2.590 0.430
High (YTD): 6/25/2024 2.590
Low (YTD): 10/4/2024 0.430
52W High: 6/25/2024 2.590
52W Low: 10/4/2024 0.430
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.732
Avg. volume 1M:   0.000
Avg. price 6M:   1.571
Avg. volume 6M:   0.000
Avg. price 1Y:   1.307
Avg. volume 1Y:   0.000
Volatility 1M:   200.31%
Volatility 6M:   172.20%
Volatility 1Y:   162.03%
Volatility 3Y:   -