Morgan Stanley Call 87.5 NOVN 20.12.2024
/ DE000ME2CAT1
Morgan Stanley Call 87.5 NOVN 20..../ DE000ME2CAT1 /
| 2024-07-09 6:22:29 PM |
Chg.- |
Bid9:13:37 AM |
Ask9:13:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
- |
1.21
Bid Size: 80,000 |
1.22
Ask Size: 80,000 |
NOVARTIS N |
87.50 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
ME2CAT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
0.94 |
| Time value: |
0.25 |
| Break-even: |
101.97 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
7.06 |
| Rho: |
0.32 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.17 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.34% |
| 1 Month |
|
|
+21.88% |
| 3 Months |
|
|
+143.75% |
| YTD |
|
|
+192.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.09 |
| 1M High / 1M Low: |
1.17 |
0.86 |
| 6M High / 6M Low: |
1.17 |
0.39 |
| High (YTD): |
2024-07-09 |
1.17 |
| Low (YTD): |
2024-04-18 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.39% |
| Volatility 6M: |
|
131.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
