Morgan Stanley Call 87.5 NVO 17.01.2025
/ DE000MB23AC6
Morgan Stanley Call 87.5 NVO 17.0.../ DE000MB23AC6 /
| 13/09/2024 20:48:49 |
Chg.+0.20 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.34EUR |
+2.19% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
87.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
MB23AC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
05/01/2023 |
| Last trading day: |
17/01/2025 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.12 |
| Intrinsic value: |
8.94 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.27 |
| Parity: |
8.94 |
| Time value: |
0.45 |
| Break-even: |
125.95 |
| Moneyness: |
1.57 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.21% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.47 |
| Rho: |
0.24 |
Quote data
| Open: |
9.59 |
| High: |
9.59 |
| Low: |
9.34 |
| Previous Close: |
9.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.39% |
| 1 Month |
|
|
-2.40% |
| 3 Months |
|
|
-14.94% |
| YTD |
|
|
+100.43% |
| 1 Year |
|
|
+127.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.34 |
7.91 |
| 1M High / 1M Low: |
9.71 |
7.91 |
| 6M High / 6M Low: |
11.73 |
7.48 |
| High (YTD): |
25/06/2024 |
11.73 |
| Low (YTD): |
02/01/2024 |
4.44 |
| 52W High: |
25/06/2024 |
11.73 |
| 52W Low: |
03/10/2023 |
3.01 |
| Avg. price 1W: |
|
8.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.19 |
| Avg. volume 6M: |
|
3.91 |
| Avg. price 1Y: |
|
7.23 |
| Avg. volume 1Y: |
|
11.15 |
| Volatility 1M: |
|
76.68% |
| Volatility 6M: |
|
69.24% |
| Volatility 1Y: |
|
79.63% |
| Volatility 3Y: |
|
- |
