Morgan Stanley Call 127.5 NVO 20.09.2024
/ DE000ME22ET8
Morgan Stanley Call 127.5 NVO 20..../ DE000ME22ET8 /
| 09/08/2024 18:20:29 |
Chg.+0.430 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+97.73% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
127.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME22ET |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.55 |
| Time value: |
0.35 |
| Break-even: |
125.80 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.69 |
| Theta: |
-0.07 |
| Omega: |
9.33 |
| Rho: |
0.08 |
Quote data
| Open: |
0.650 |
| High: |
0.870 |
| Low: |
0.650 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
-40.82% |
| 3 Months |
|
|
-11.22% |
| YTD |
|
|
+107.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.290 |
| 1M High / 1M Low: |
1.670 |
0.290 |
| 6M High / 6M Low: |
2.080 |
0.290 |
| High (YTD): |
25/06/2024 |
2.080 |
| Low (YTD): |
07/08/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.228 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
523.63% |
| Volatility 6M: |
|
266.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
