Morgan Stanley Call 860 Novo-Nordisk AS 20.09.2024
/ DE000ME3AM29
Morgan Stanley Call 860 Novo-Nord.../ DE000ME3AM29 /
| 10/07/2024 20:56:51 |
Chg.+0.14 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
+8.09% |
-
Bid Size: - |
-
Ask Size: - |
- |
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: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
1.40 |
| Time value: |
0.43 |
| Break-even: |
133.58 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
5.78% |
| Delta: |
0.77 |
| Theta: |
-0.06 |
| Omega: |
5.47 |
| Rho: |
0.16 |
Quote data
| Open: |
1.73 |
| High: |
1.87 |
| Low: |
1.73 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.21% |
| 1 Month |
|
|
-10.10% |
| 3 Months |
|
|
+57.14% |
| YTD |
|
|
+175.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.47 |
| 1M High / 1M Low: |
2.42 |
1.47 |
| 6M High / 6M Low: |
2.42 |
0.54 |
| High (YTD): |
25/06/2024 |
2.42 |
| Low (YTD): |
25/01/2024 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
5.91 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.12% |
| Volatility 6M: |
|
177.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
