Morgan Stanley Call 860 Novo-Nordisk AS 20.09.2024
/ DE000ME3AM29
Morgan Stanley Call 860 Novo-Nord.../ DE000ME3AM29 /
10/09/2024 10:18:54 |
Chg.-0.070 |
Bid14:57:41 |
Ask14:57:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-11.86% |
0.480 Bid Size: 7,500 |
0.510 Ask Size: 6,250 |
- |
860.00 DKK |
20/09/2024 |
Call |
Master data
WKN: |
ME3AM2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
860.00 DKK |
Maturity: |
20/09/2024 |
Issue date: |
08/11/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.46 |
Historic volatility: |
0.33 |
Parity: |
0.49 |
Time value: |
0.17 |
Break-even: |
121.85 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.07 |
Spread %: |
11.86% |
Delta: |
0.73 |
Theta: |
-0.16 |
Omega: |
13.23 |
Rho: |
0.02 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.94% |
1 Month |
|
|
-42.86% |
3 Months |
|
|
-75.00% |
YTD |
|
|
-23.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.500 |
1M High / 1M Low: |
1.150 |
0.500 |
6M High / 6M Low: |
2.420 |
0.219 |
High (YTD): |
25/06/2024 |
2.420 |
Low (YTD): |
07/08/2024 |
0.219 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.674 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.847 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.306 |
Avg. volume 6M: |
|
5.859 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
297.80% |
Volatility 6M: |
|
336.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |