Morgan Stanley Call 135 NOVN 20.06.2025
/ DE000ME80W31
Morgan Stanley Call 135 NOVN 20.0.../ DE000ME80W31 /
09/09/2024 17:44:52 |
Chg.+0.001 |
Bid19:52:56 |
Ask19:52:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
+2.56% |
0.039 Bid Size: 1,000 |
0.050 Ask Size: 1,000 |
NOVARTIS N |
135.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
ME80W3 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
213.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-3.97 |
Time value: |
0.05 |
Break-even: |
144.71 |
Moneyness: |
0.72 |
Premium: |
0.38 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.01 |
Spread %: |
28.95% |
Delta: |
0.06 |
Theta: |
0.00 |
Omega: |
13.54 |
Rho: |
0.05 |
Quote data
Open: |
0.039 |
High: |
0.040 |
Low: |
0.039 |
Previous Close: |
0.039 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.37% |
1 Month |
|
|
-6.98% |
3 Months |
|
|
-11.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.049 |
0.037 |
1M High / 1M Low: |
0.050 |
0.037 |
6M High / 6M Low: |
0.063 |
0.025 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.043 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.044 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.15% |
Volatility 6M: |
|
164.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |