Morgan Stanley Call 82.5 NOVN 20.06.2025
/ DE000ME8LC31
Morgan Stanley Call 82.5 NOVN 20..../ DE000ME8LC31 /
| 7/5/2024 9:16:59 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Novartis AG |
82.50 - |
6/20/2025 |
Call |
Master data
| WKN: |
ME8LC3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 - |
| Maturity: |
6/20/2025 |
| Issue date: |
2/12/2024 |
| Last trading day: |
7/8/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.19 |
| Parity: |
1.38 |
| Time value: |
0.33 |
| Break-even: |
102.07 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.79% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
5.37 |
| Rho: |
0.71 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.66 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.84% |
| 1 Month |
|
|
+9.93% |
| 3 Months |
|
|
+86.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.63 |
| 1M High / 1M Low: |
1.71 |
1.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
