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

Stuttgart
7/9/2024  9:15:21 PM Chg.+0.001 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.048EUR +2.13% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 135.00 CHF 6/20/2025 Call
 

Master data

WKN: ME80W3
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 135.00 CHF
Maturity: 6/20/2025
Issue date: 1/31/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 165.78
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -3.95
Time value: 0.06
Break-even: 139.57
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 25.00%
Delta: 0.07
Theta: 0.00
Omega: 12.36
Rho: 0.06
 

Quote data

Open: 0.052
High: 0.052
Low: 0.047
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.67%
3 Months  
+11.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.043
1M High / 1M Low: 0.049 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -