Morgan Stanley Call 155 NVO 16.01.../  DE000ME8MZZ1  /

Stuttgart
8/9/2024  8:47:39 PM Chg.+0.31 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.39EUR +28.70% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 155.00 USD 1/16/2026 Call
 

Master data

WKN: ME8MZZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 1/16/2026
Issue date: 2/13/2024
Last trading day: 1/16/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.67
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -1.97
Time value: 1.41
Break-even: 156.10
Moneyness: 0.86
Premium: 0.28
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.71%
Delta: 0.48
Theta: -0.02
Omega: 4.13
Rho: 0.63
 

Quote data

Open: 1.16
High: 1.39
Low: 1.16
Previous Close: 1.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.92%
1 Month
  -25.67%
3 Months
  -7.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.42 0.92
1M High / 1M Low: 2.03 0.92
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.48
Avg. volume 1M:   409.09
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -