Morgan Stanley Call 135 NVO 20.06.../  DE000ME2CPN2  /

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
2.24EUR +8.21% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 135.00 USD 6/20/2025 Call
 

Master data

WKN: ME2CPN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 6/20/2025
Issue date: 10/20/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.84
Leverage: Yes

Calculated values

Fair value: 1.99
Intrinsic value: 0.65
Implied volatility: 0.34
Historic volatility: 0.29
Parity: 0.65
Time value: 1.58
Break-even: 146.08
Moneyness: 1.05
Premium: 0.12
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.45%
Delta: 0.66
Theta: -0.03
Omega: 3.88
Rho: 0.60
 

Quote data

Open: 2.17
High: 2.28
Low: 2.17
Previous Close: 2.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.18%
1 Month
  -0.44%
3 Months  
+39.13%
YTD  
+173.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.36 2.07
1M High / 1M Low: 2.58 2.04
6M High / 6M Low: 2.58 0.78
High (YTD): 6/25/2024 2.58
Low (YTD): 1/2/2024 0.77
52W High: - -
52W Low: - -
Avg. price 1W:   2.22
Avg. volume 1W:   0.00
Avg. price 1M:   2.30
Avg. volume 1M:   40.55
Avg. price 6M:   1.72
Avg. volume 6M:   30.65
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.45%
Volatility 6M:   118.17%
Volatility 1Y:   -
Volatility 3Y:   -