Morgan Stanley Call 135 NOVN 20.0.../  DE000ME80W31  /

Stuttgart
2024-08-02  6:43:40 PM Chg.+0.006 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.044EUR +15.79% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 135.00 CHF 2025-06-20 Call
 

Master data

WKN: ME80W3
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 135.00 CHF
Maturity: 2025-06-20
Issue date: 2024-01-31
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 179.86
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -4.34
Time value: 0.06
Break-even: 144.70
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 27.27%
Delta: 0.07
Theta: 0.00
Omega: 12.06
Rho: 0.05
 

Quote data

Open: 0.045
High: 0.045
Low: 0.044
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -4.35%
3 Months  
+15.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.038
1M High / 1M Low: 0.054 0.025
6M High / 6M Low: 0.074 0.025
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.048
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.50%
Volatility 6M:   160.37%
Volatility 1Y:   -
Volatility 3Y:   -