Morgan Stanley Call 127.5 NVO 17.01.2025
/ DE000ME22EU6
Morgan Stanley Call 127.5 NVO 17..../ DE000ME22EU6 /
| 7/12/2024 8:43:05 PM |
Chg.+0.19 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+9.36% |
-
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: |
5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
1.34 |
| Time value: |
0.86 |
| Break-even: |
138.90 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
4.33 |
| Rho: |
0.38 |
Quote data
| Open: |
2.12 |
| High: |
2.25 |
| Low: |
2.12 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
-0.45% |
| 3 Months |
|
|
+52.05% |
| YTD |
|
|
+236.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
2.03 |
| 1M High / 1M Low: |
2.59 |
1.99 |
| 6M High / 6M Low: |
2.59 |
0.61 |
| High (YTD): |
6/25/2024 |
2.59 |
| Low (YTD): |
1/25/2024 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.30% |
| Volatility 6M: |
|
142.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
