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

Stuttgart
9/13/2024  8:08:59 PM Chg.+0.05 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.48EUR +3.50% -
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: 8.36
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -1.63
Time value: 1.48
Break-even: 154.74
Moneyness: 0.88
Premium: 0.25
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.49
Theta: -0.02
Omega: 4.13
Rho: 0.62
 

Quote data

Open: 1.43
High: 1.48
Low: 1.42
Previous Close: 1.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.31%
1 Month
  -3.90%
3 Months
  -31.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 1.13
1M High / 1M Low: 1.56 1.13
6M High / 6M Low: 2.31 0.92
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.42
Avg. volume 1M:   0.00
Avg. price 6M:   1.66
Avg. volume 6M:   156.25
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.19%
Volatility 6M:   115.90%
Volatility 1Y:   -
Volatility 3Y:   -