Morgan Stanley Call 860 Novo-Nordisk AS 20.09.2024
/ DE000ME3AM29
Morgan Stanley Call 860 Novo-Nord.../ DE000ME3AM29 /
| 7/17/2024 10:16:23 AM |
Chg.-0.42 |
Bid12:05:47 PM |
Ask12:05:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-23.60% |
1.29
Bid Size: 10,000 |
1.33
Ask Size: 10,000 |
- |
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: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
1.42 |
| Time value: |
0.39 |
| Break-even: |
133.40 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.19 |
| Spread %: |
11.73% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
5.59 |
| Rho: |
0.15 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-27.66% |
| 3 Months |
|
|
+17.24% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.59 |
| 1M High / 1M Low: |
2.42 |
1.47 |
| 6M High / 6M Low: |
2.42 |
0.54 |
| High (YTD): |
6/25/2024 |
2.42 |
| Low (YTD): |
1/25/2024 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
5.91 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.34% |
| Volatility 6M: |
|
179.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
