Morgan Stanley Call 130 NOVN 20.12.2024
/ DE000ME1WJ79
Morgan Stanley Call 130 NOVN 20.1.../ DE000ME1WJ79 /
| 09/07/2024 20:57:59 |
Chg.+0.001 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
+4.76% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
130.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
ME1WJ7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
248.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-3.44 |
| Time value: |
0.04 |
| Break-even: |
134.22 |
| Moneyness: |
0.74 |
| Premium: |
0.35 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.02 |
| Spread %: |
90.48% |
| Delta: |
0.06 |
| Theta: |
-0.01 |
| Omega: |
14.61 |
| Rho: |
0.02 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.022 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
-48.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.022 |
0.018 |
| 1M High / 1M Low: |
0.023 |
0.018 |
| 6M High / 6M Low: |
0.053 |
0.009 |
| High (YTD): |
05/01/2024 |
0.054 |
| Low (YTD): |
23/04/2024 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.026 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.52% |
| Volatility 6M: |
|
296.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
