Morgan Stanley Call 140 NVO 20.12.../  DE000ME1GBP0  /

Stuttgart
7/12/2024  8:19:54 PM Chg.+0.15 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.37EUR +12.30% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 140.00 USD 12/20/2024 Call
 

Master data

WKN: ME1GBP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/20/2024
Issue date: 10/3/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.58
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.19
Implied volatility: 0.34
Historic volatility: 0.29
Parity: 0.19
Time value: 1.17
Break-even: 141.96
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.60
Theta: -0.04
Omega: 5.73
Rho: 0.28
 

Quote data

Open: 1.25
High: 1.37
Low: 1.25
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.44%
1 Month
  -8.05%
3 Months  
+42.71%
YTD  
+251.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.46 1.22
1M High / 1M Low: 1.69 1.20
6M High / 6M Low: 1.69 0.35
High (YTD): 6/25/2024 1.69
Low (YTD): 1/25/2024 0.35
52W High: - -
52W Low: - -
Avg. price 1W:   1.35
Avg. volume 1W:   0.00
Avg. price 1M:   1.42
Avg. volume 1M:   0.00
Avg. price 6M:   1.02
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.92%
Volatility 6M:   159.19%
Volatility 1Y:   -
Volatility 3Y:   -