Morgan Stanley Call 87.5 NOVN 20..../  DE000ME2CAT1  /

Stuttgart
02/08/2024  18:08:19 Chg.-0.07 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
1.19EUR -5.56% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 87.50 CHF 20/12/2024 Call
 

Master data

WKN: ME2CAT
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 87.50 CHF
Maturity: 20/12/2024
Issue date: 20/10/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.39
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.73
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 0.73
Time value: 0.47
Break-even: 105.42
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.69%
Delta: 0.72
Theta: -0.03
Omega: 6.05
Rho: 0.23
 

Quote data

Open: 1.20
High: 1.20
Low: 1.19
Previous Close: 1.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.83%
1 Month  
+9.17%
3 Months  
+108.77%
YTD  
+197.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 1.19
1M High / 1M Low: 1.47 0.91
6M High / 6M Low: 1.47 0.39
High (YTD): 12/07/2024 1.47
Low (YTD): 18/04/2024 0.39
52W High: - -
52W Low: - -
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   0.78
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.95%
Volatility 6M:   130.17%
Volatility 1Y:   -
Volatility 3Y:   -