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Morgan Stanley Call 85 NVO 17.01..../  DE000MB23AB8  /

Stuttgart
2024-07-12  8:47:12 PM Chg.+0.50 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
11.09EUR +4.72% -
Bid Size: -		 -
Ask Size: -		 Novo Nordisk 85.00 USD 2025-01-17 Call
 

Master data

WKN: MB23AB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2025-01-17
Issue date: 2023-01-05
Last trading day: 2025-01-17
Ratio: 5:1
Exercise type: American
Quanto: No
Gearing: 2.36
Leverage: Yes

Calculated values

Fair value: 10.76
Intrinsic value: 10.47
Implied volatility: 0.53
Historic volatility: 0.29
Parity: 10.47
Time value: 0.57
Break-even: 133.14
Moneyness: 1.67
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.18%
Delta: 0.94
Theta: -0.02
Omega: 2.22
Rho: 0.35
 

Quote data

Open: 10.95
High: 11.13
Low: 10.95
Previous Close: 10.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.89%
1 Month
  -1.51%
3 Months  
+30.47%
YTD  
+122.69%
1 Year  
+489.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.33 10.59
1M High / 1M Low: 12.18 10.47
6M High / 6M Low: 12.18 5.10
High (YTD): 2024-06-25 12.18
Low (YTD): 2024-01-02 4.76
52W High: 2024-06-25 12.18
52W Low: 2023-07-13 1.88
Avg. price 1W:   11.01
Avg. volume 1W:   0.00
Avg. price 1M:   11.25
Avg. volume 1M:   0.00
Avg. price 6M:   8.94
Avg. volume 6M:   34.65
Avg. price 1Y:   6.53
Avg. volume 1Y:   74.55
Volatility 1M:   61.71%
Volatility 6M:   63.87%
Volatility 1Y:   117.28%
Volatility 3Y:   -