Morgan Stanley Call 135 NVO 17.01.../  DE000ME2CPQ5  /

Stuttgart
7/12/2024  8:42:07 PM Chg.+0.17 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.77EUR +10.63% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 135.00 USD 1/17/2025 Call
 

Master data

WKN: ME2CPQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 1/17/2025
Issue date: 10/20/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.40
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 0.65
Implied volatility: 0.35
Historic volatility: 0.29
Parity: 0.65
Time value: 1.11
Break-even: 141.38
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.66
Theta: -0.04
Omega: 4.85
Rho: 0.35
 

Quote data

Open: 1.68
High: 1.81
Low: 1.68
Previous Close: 1.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.28%
1 Month
  -1.12%
3 Months  
+50.00%
YTD  
+240.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.88 1.60
1M High / 1M Low: 2.11 1.57
6M High / 6M Low: 2.11 0.47
High (YTD): 6/25/2024 2.11
Low (YTD): 1/25/2024 0.47
52W High: - -
52W Low: - -
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   1.82
Avg. volume 1M:   14.09
Avg. price 6M:   1.29
Avg. volume 6M:   28.49
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.14%
Volatility 6M:   152.78%
Volatility 1Y:   -
Volatility 3Y:   -