OverviewChartNewsTraderScreen

Morgan Stanley Call 127.5 NVO 20..../  DE000ME22ER2  /

Stuttgart
10/16/2024  8:52:43 PM Chg.- Bid9:39:24 AM Ask9:39:24 AM Underlying Strike price Expiration date Option type
0.400EUR - 0.360
Bid Size: 10,000		 -
Ask Size: -		 Novo Nordisk 127.50 USD 12/20/2024 Call
 

Master data

WKN: ME22ER
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 127.50 USD
Maturity: 12/20/2024
Issue date: 10/13/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.40
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.28
Parity: -0.89
Time value: 0.41
Break-even: 121.25
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.89
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.36
Theta: -0.06
Omega: 9.56
Rho: 0.06
 

Quote data

Open: 0.330
High: 0.400
Low: 0.330
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month
  -69.23%
3 Months
  -75.46%
YTD
  -34.43%
1 Year
  -54.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.390
1M High / 1M Low: 1.320 0.330
6M High / 6M Low: 2.470 0.330
High (YTD): 6/25/2024 2.470
Low (YTD): 10/4/2024 0.330
52W High: 6/25/2024 2.470
52W Low: 10/4/2024 0.330
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.622
Avg. volume 1M:   0.000
Avg. price 6M:   1.453
Avg. volume 6M:   0.000
Avg. price 1Y:   1.222
Avg. volume 1Y:   0.000
Volatility 1M:   233.66%
Volatility 6M:   188.84%
Volatility 1Y:   174.00%
Volatility 3Y:   -