Morgan Stanley Call 85 NVO 17.01.2025
/ DE000MB23AB8
Morgan Stanley Call 85 NVO 17.01..../ DE000MB23AB8 /
| 19/08/2024 17:07:50 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.66EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
85.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
MB23AB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
05/01/2023 |
| Last trading day: |
21/08/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.94 |
| Intrinsic value: |
7.74 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.27 |
| Parity: |
7.74 |
| Time value: |
1.86 |
| Break-even: |
133.00 |
| Moneyness: |
1.46 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.21% |
| Delta: |
0.83 |
| Theta: |
-0.08 |
| Omega: |
2.15 |
| Rho: |
0.19 |
Quote data
| Open: |
9.55 |
| High: |
9.66 |
| Low: |
9.55 |
| Previous Close: |
9.65 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.40% |
| 3 Months |
|
|
-15.41% |
| YTD |
|
|
+93.98% |
| 1 Year |
|
|
+119.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
10.00 |
9.65 |
| 6M High / 6M Low: |
12.18 |
7.89 |
| High (YTD): |
25/06/2024 |
12.18 |
| Low (YTD): |
02/01/2024 |
4.76 |
| 52W High: |
25/06/2024 |
12.18 |
| 52W Low: |
03/10/2023 |
3.25 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.46 |
| Avg. volume 1Y: |
|
23.73 |
| Volatility 1M: |
|
40.29% |
| Volatility 6M: |
|
65.56% |
| Volatility 1Y: |
|
77.16% |
| Volatility 3Y: |
|
- |
