Morgan Stanley Call 130 NVO 20.12.../  DE000ME1GBE4  /

Stuttgart
13/09/2024  20:20:18 Chg.+0.04 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
1.40EUR +2.94% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 130.00 USD 20/12/2024 Call
 

Master data

WKN: ME1GBE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 20/12/2024
Issue date: 03/10/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.83
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.63
Implied volatility: 0.40
Historic volatility: 0.27
Parity: 0.63
Time value: 0.77
Break-even: 131.37
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.66
Theta: -0.05
Omega: 5.80
Rho: 0.18
 

Quote data

Open: 1.34
High: 1.40
Low: 1.34
Previous Close: 1.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -4.11%
3 Months
  -32.04%
YTD  
+150.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 0.97
1M High / 1M Low: 1.50 0.97
6M High / 6M Low: 2.30 0.67
High (YTD): 25/06/2024 2.30
Low (YTD): 25/01/2024 0.52
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   1.48
Avg. volume 6M:   432.34
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.52%
Volatility 6M:   164.28%
Volatility 1Y:   -
Volatility 3Y:   -