Morgan Stanley Call 75 NVO 20.06.2025
/ DE000MB70VS9
Morgan Stanley Call 75 NVO 20.06..../ DE000MB70VS9 /
10/16/2024 8:50:51 PM |
Chg.- |
Bid8:55:45 AM |
Ask8:55:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
8.44EUR |
- |
8.40 Bid Size: 2,500 |
- Ask Size: - |
Novo Nordisk |
75.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
MB70VS |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
6/6/2023 |
Last trading day: |
6/20/2025 |
Ratio: |
5:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.19 |
Intrinsic value: |
7.87 |
Implied volatility: |
0.44 |
Historic volatility: |
0.28 |
Parity: |
7.87 |
Time value: |
0.58 |
Break-even: |
111.16 |
Moneyness: |
1.57 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.24% |
Delta: |
0.93 |
Theta: |
-0.02 |
Omega: |
2.38 |
Rho: |
0.40 |
Quote data
Open: |
8.21 |
High: |
8.44 |
Low: |
8.21 |
Previous Close: |
8.39 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.36% |
1 Month |
|
|
-23.90% |
3 Months |
|
|
-28.96% |
YTD |
|
|
+23.75% |
1 Year |
|
|
+12.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.76 |
8.39 |
1M High / 1M Low: |
11.28 |
7.85 |
6M High / 6M Low: |
14.10 |
7.85 |
High (YTD): |
6/25/2024 |
14.10 |
Low (YTD): |
1/2/2024 |
6.65 |
52W High: |
6/25/2024 |
14.10 |
52W Low: |
12/12/2023 |
5.93 |
Avg. price 1W: |
|
8.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
11.28 |
Avg. volume 6M: |
|
18.85 |
Avg. price 1Y: |
|
9.83 |
Avg. volume 1Y: |
|
14.10 |
Volatility 1M: |
|
68.32% |
Volatility 6M: |
|
71.30% |
Volatility 1Y: |
|
67.99% |
Volatility 3Y: |
|
- |