Morgan Stanley Call 127.5 NVO 20.09.2024
/ DE000ME22ET8
Morgan Stanley Call 127.5 NVO 20..../ DE000ME22ET8 /
8/9/2024 6:20:29 PM |
Chg.+0.430 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+97.73% |
- 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: |
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): |
6/25/2024 |
2.080 |
Low (YTD): |
8/7/2024 |
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: |
|
- |