Morgan Stanley Call 127.5 NVO 20..../  DE000ME22EQ4  /

Stuttgart
2024-08-09  6:20:29 PM Chg.+0.45 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.93EUR +30.41% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 127.50 USD 2025-06-20 Call
 

Master data

WKN: ME22EQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 127.50 USD
Maturity: 2025-06-20
Issue date: 2023-10-13
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.21
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 0.55
Implied volatility: 0.34
Historic volatility: 0.27
Parity: 0.55
Time value: 1.42
Break-even: 136.50
Moneyness: 1.05
Premium: 0.12
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.66
Theta: -0.03
Omega: 4.07
Rho: 0.52
 

Quote data

Open: 1.70
High: 1.93
Low: 1.70
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.29%
1 Month
  -21.86%
3 Months  
+0.52%
YTD  
+96.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.93 1.23
1M High / 1M Low: 2.66 1.23
6M High / 6M Low: 3.03 1.23
High (YTD): 2024-06-25 3.03
Low (YTD): 2024-01-02 0.94
52W High: - -
52W Low: - -
Avg. price 1W:   1.64
Avg. volume 1W:   0.00
Avg. price 1M:   1.96
Avg. volume 1M:   0.00
Avg. price 6M:   2.16
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.80%
Volatility 6M:   134.10%
Volatility 1Y:   -
Volatility 3Y:   -