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Morgan Stanley Call 87.5 NVO 17.0.../  DE000MB23AC6  /

Stuttgart
12/07/2024  20:47:12 Chg.+0.51 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
10.66EUR +5.02% -
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: 2.46
Leverage: Yes

Calculated values

Fair value: 10.32
Intrinsic value: 10.01
Implied volatility: 0.52
Historic volatility: 0.29
Parity: 10.01
Time value: 0.59
Break-even: 133.23
Moneyness: 1.62
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.19%
Delta: 0.94
Theta: -0.02
Omega: 2.31
Rho: 0.36
 

Quote data

Open: 10.52
High: 10.70
Low: 10.52
Previous Close: 10.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.84%
1 Month
  -1.48%
3 Months  
+31.77%
YTD  
+128.76%
1 Year  
+527.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.90 10.15
1M High / 1M Low: 11.73 10.04
6M High / 6M Low: 11.73 4.77
High (YTD): 25/06/2024 11.73
Low (YTD): 02/01/2024 4.44
52W High: 25/06/2024 11.73
52W Low: 13/07/2023 1.70
Avg. price 1W:   10.58
Avg. volume 1W:   0.00
Avg. price 1M:   10.82
Avg. volume 1M:   0.00
Avg. price 6M:   8.53
Avg. volume 6M:   22.39
Avg. price 1Y:   6.19
Avg. volume 1Y:   14.23
Volatility 1M:   63.84%
Volatility 6M:   66.30%
Volatility 1Y:   122.52%
Volatility 3Y:   -