Morgan Stanley Call 127.5 NVO 20.09.2024
/ DE000ME22ET8
Morgan Stanley Call 127.5 NVO 20..../ DE000ME22ET8 /
| 7/12/2024 8:43:05 PM |
Chg.+0.20 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
+13.61% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
127.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME22ET |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
1.34 |
| Time value: |
0.31 |
| Break-even: |
133.40 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
6.32 |
| Rho: |
0.17 |
Quote data
| Open: |
1.57 |
| High: |
1.70 |
| Low: |
1.57 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.91% |
| 1 Month |
|
|
-2.34% |
| 3 Months |
|
|
+67.00% |
| YTD |
|
|
+297.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.47 |
| 1M High / 1M Low: |
2.08 |
1.41 |
| 6M High / 6M Low: |
2.08 |
0.35 |
| High (YTD): |
6/25/2024 |
2.08 |
| Low (YTD): |
1/25/2024 |
0.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.90% |
| Volatility 6M: |
|
190.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
