Morgan Stanley Call 170 NVO 21.03.../  DE000ME85R82  /

Stuttgart
09/08/2024  21:04:38 Chg.- Bid08:40:42 Ask08:40:40 Underlying Strike price Expiration date Option type
0.380EUR - 0.390
Bid Size: 10,000
-
Ask Size: -
Novo Nordisk 170.00 USD 21/03/2025 Call
 

Master data

WKN: ME85R8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 21/03/2025
Issue date: 05/02/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.35
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -3.35
Time value: 0.39
Break-even: 159.64
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.24
Theta: -0.02
Omega: 7.42
Rho: 0.15
 

Quote data

Open: 0.300
High: 0.410
Low: 0.300
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -45.71%
3 Months
  -15.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.208
1M High / 1M Low: 0.700 0.208
6M High / 6M Low: 0.920 0.208
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   320.73%
Volatility 6M:   204.86%
Volatility 1Y:   -
Volatility 3Y:   -