Morgan Stanley Call 790 Novo-Nord.../  DE000ME3ALN3  /

Stuttgart
8/2/2024  8:45:47 PM Chg.-0.43 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.39EUR -23.63% -
Bid Size: -
-
Ask Size: -
- 790.00 DKK 9/20/2024 Call
 

Master data

WKN: ME3ALN
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 790.00 DKK
Maturity: 9/20/2024
Issue date: 11/8/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.60
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.11
Implied volatility: 0.52
Historic volatility: 0.34
Parity: 1.11
Time value: 0.43
Break-even: 121.27
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.13
Spread %: 9.22%
Delta: 0.74
Theta: -0.08
Omega: 5.64
Rho: 0.09
 

Quote data

Open: 1.76
High: 1.76
Low: 1.39
Previous Close: 1.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.11%
1 Month
  -48.71%
3 Months
  -5.44%
YTD  
+59.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.39
1M High / 1M Low: 2.77 1.38
6M High / 6M Low: 3.27 1.34
High (YTD): 6/25/2024 3.27
Low (YTD): 1/25/2024 0.77
52W High: - -
52W Low: - -
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   2.01
Avg. volume 1M:   0.00
Avg. price 6M:   2.04
Avg. volume 6M:   9.84
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.99%
Volatility 6M:   157.89%
Volatility 1Y:   -
Volatility 3Y:   -