Morgan Stanley Call 140 NVO 19.12.../  DE000ME00FU9  /

Stuttgart
10/16/2024  4:38:36 PM Chg.- Bid9:19:45 AM Ask9:19:45 AM Underlying Strike price Expiration date Option type
1.86EUR - 1.88
Bid Size: 2,500
-
Ask Size: -
Novo Nordisk 140.00 USD 12/19/2025 Call
 

Master data

WKN: ME00FU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/19/2025
Issue date: 8/23/2023
Last trading day: 12/19/2025
Ratio: 5:1
Exercise type: American
Quanto: No
Gearing: 10.93
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -4.08
Time value: 1.98
Break-even: 138.54
Moneyness: 0.84
Premium: 0.28
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 1.02%
Delta: 0.42
Theta: -0.02
Omega: 4.63
Rho: 0.42
 

Quote data

Open: 1.89
High: 1.89
Low: 1.86
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.00%
1 Month
  -47.16%
3 Months
  -56.84%
YTD
  -13.08%
1 Year
  -39.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.15 1.86
1M High / 1M Low: 3.62 1.78
6M High / 6M Low: 5.86 1.78
High (YTD): 6/25/2024 5.86
Low (YTD): 10/4/2024 1.78
52W High: 6/25/2024 5.86
52W Low: 10/4/2024 1.78
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   2.35
Avg. volume 1M:   0.00
Avg. price 6M:   3.94
Avg. volume 6M:   0.00
Avg. price 1Y:   3.44
Avg. volume 1Y:   0.00
Volatility 1M:   121.65%
Volatility 6M:   116.81%
Volatility 1Y:   110.52%
Volatility 3Y:   -