Morgan Stanley Call 90 NOVN 19.12.../  DE000MG1WJD4  /

Stuttgart
6/28/2024  9:04:45 PM Chg.-0.02 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.10EUR -1.79% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 90.00 CHF 12/19/2025 Call
 

Master data

WKN: MG1WJD
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 90.00 CHF
Maturity: 12/19/2025
Issue date: 4/8/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.62
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 0.57
Implied volatility: 0.09
Historic volatility: 0.19
Parity: 0.57
Time value: 0.58
Break-even: 104.99
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 3.60%
Delta: 0.85
Theta: -0.01
Omega: 7.34
Rho: 1.08
 

Quote data

Open: 1.13
High: 1.15
Low: 1.10
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.91%
1 Month  
+39.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.10
1M High / 1M Low: 1.15 0.79
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -