Morgan Stanley Call 150 NVO 20.09.../  DE000ME2CQ40  /

Stuttgart
7/12/2024  8:42:08 PM Chg.+0.080 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.460EUR +21.05% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 150.00 USD 9/20/2024 Call
 

Master data

WKN: ME2CQ4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 9/20/2024
Issue date: 10/20/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.72
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -0.73
Time value: 0.47
Break-even: 142.23
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.39
Theta: -0.06
Omega: 10.92
Rho: 0.09
 

Quote data

Open: 0.420
High: 0.480
Low: 0.420
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.80%
1 Month
  -23.33%
3 Months  
+24.32%
YTD  
+143.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.380
1M High / 1M Low: 0.730 0.370
6M High / 6M Low: 0.850 0.131
High (YTD): 3/7/2024 0.850
Low (YTD): 1/25/2024 0.131
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.524
Avg. volume 1M:   0.000
Avg. price 6M:   0.404
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.77%
Volatility 6M:   258.87%
Volatility 1Y:   -
Volatility 3Y:   -