Morgan Stanley Call 127.5 NVO 21.03.2025
/ DE000ME22ES0
Morgan Stanley Call 127.5 NVO 21..../ DE000ME22ES0 /
| 09/08/2024 18:20:29 |
Chg.+0.45 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+35.71% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
127.50 USD |
21/03/2025 |
Call |
Master data
| WKN: |
ME22ES |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
13/10/2023 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.55 |
| Time value: |
1.20 |
| Break-even: |
134.30 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
4.53 |
| Rho: |
0.38 |
Quote data
| Open: |
1.50 |
| High: |
1.71 |
| Low: |
1.50 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
-23.66% |
| 3 Months |
|
|
+1.79% |
| YTD |
|
|
+116.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.03 |
| 1M High / 1M Low: |
2.42 |
1.03 |
| 6M High / 6M Low: |
2.79 |
1.03 |
| High (YTD): |
25/06/2024 |
2.79 |
| Low (YTD): |
25/01/2024 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
26.77 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.04% |
| Volatility 6M: |
|
151.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
