Morgan Stanley Call 135 NVO 16.01.../  DE000ME2CPJ0  /

Stuttgart
2024-07-12  8:42:08 PM Chg.+0.16 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.82EUR +6.02% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 135.00 USD 2026-01-16 Call
 

Master data

WKN: ME2CPJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 2026-01-16
Issue date: 2023-10-20
Last trading day: 2026-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.64
Leverage: Yes

Calculated values

Fair value: 2.48
Intrinsic value: 0.65
Implied volatility: 0.35
Historic volatility: 0.29
Parity: 0.65
Time value: 2.16
Break-even: 151.88
Moneyness: 1.05
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.36%
Delta: 0.68
Theta: -0.02
Omega: 3.14
Rho: 0.91
 

Quote data

Open: 2.74
High: 2.86
Low: 2.74
Previous Close: 2.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.74%
1 Month
  -0.70%
3 Months  
+28.18%
YTD  
+125.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.94 2.66
1M High / 1M Low: 3.18 2.61
6M High / 6M Low: 3.18 1.22
High (YTD): 2024-06-25 3.18
Low (YTD): 2024-01-02 1.18
52W High: - -
52W Low: - -
Avg. price 1W:   2.80
Avg. volume 1W:   0.00
Avg. price 1M:   2.89
Avg. volume 1M:   0.00
Avg. price 6M:   2.27
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.31%
Volatility 6M:   95.86%
Volatility 1Y:   -
Volatility 3Y:   -