Morgan Stanley Call 135 NVO 21.03.../  DE000ME2CPK8  /

Stuttgart
10/16/2024  8:52:32 PM Chg.- Bid8:18:02 AM Ask8:18:02 AM Underlying Strike price Expiration date Option type
0.470EUR - 0.430
Bid Size: 7,500
-
Ask Size: -
Novo Nordisk 135.00 USD 3/21/2025 Call
 

Master data

WKN: ME2CPK
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 3/21/2025
Issue date: 10/20/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.55
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.28
Parity: -1.58
Time value: 0.48
Break-even: 128.84
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.33
Theta: -0.03
Omega: 7.53
Rho: 0.13
 

Quote data

Open: 0.410
High: 0.470
Low: 0.410
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.08%
1 Month
  -62.99%
3 Months
  -70.44%
YTD
  -26.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.460
1M High / 1M Low: 1.280 0.410
6M High / 6M Low: 2.330 0.410
High (YTD): 6/25/2024 2.330
Low (YTD): 10/4/2024 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.675
Avg. volume 1M:   0.000
Avg. price 6M:   1.414
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.71%
Volatility 6M:   166.53%
Volatility 1Y:   -
Volatility 3Y:   -