Morgan Stanley Call 860 Novo-Nordisk AS 20.09.2024
/ DE000ME3AM29
Morgan Stanley Call 860 Novo-Nord.../ DE000ME3AM29 /
| 8/6/2024 10:02:32 AM |
Chg.+0.240 |
Bid10:49:42 AM |
Ask10:49:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+38.10% |
0.840
Bid Size: 2,000 |
0.880
Ask Size: 2,000 |
- |
860.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
ME3AM2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
860.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
11/8/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.34 |
| Parity: |
-0.07 |
| Time value: |
0.75 |
| Break-even: |
122.76 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.12 |
| Spread %: |
19.05% |
| Delta: |
0.53 |
| Theta: |
-0.09 |
| Omega: |
8.07 |
| Rho: |
0.07 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.35% |
| 1 Month |
|
|
-53.72% |
| 3 Months |
|
|
-4.40% |
| YTD |
|
|
+27.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.630 |
| 1M High / 1M Low: |
1.940 |
0.630 |
| 6M High / 6M Low: |
2.420 |
0.630 |
| High (YTD): |
6/25/2024 |
2.420 |
| Low (YTD): |
1/25/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.379 |
| Avg. volume 6M: |
|
5.906 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.55% |
| Volatility 6M: |
|
207.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
