OverviewChartNewsTraderScreen

Morgan Stanley Call 90 NOVN 20.06.../  DE000ME2ZRF5  /

Stuttgart
11/14/2024  10:51:45 AM Chg.+0.010 Bid1:16:52 PM Ask1:16:52 PM Underlying Strike price Expiration date Option type
0.570EUR +1.79% 0.600
Bid Size: 80,000		 0.610
Ask Size: 80,000		 NOVARTIS N 90.00 CHF 6/20/2025 Call
 

Master data

WKN: ME2ZRF
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 90.00 CHF
Maturity: 6/20/2025
Issue date: 11/2/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.88
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.17
Implied volatility: 0.13
Historic volatility: 0.18
Parity: 0.17
Time value: 0.41
Break-even: 101.97
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.66
Theta: -0.01
Omega: 11.16
Rho: 0.35
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.31%
1 Month
  -55.81%
3 Months
  -49.56%
YTD  
+26.67%
1 Year  
+14.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.560
1M High / 1M Low: 1.350 0.560
6M High / 6M Low: 1.530 0.560
High (YTD): 9/2/2024 1.530
Low (YTD): 4/18/2024 0.410
52W High: 9/2/2024 1.530
52W Low: 4/18/2024 0.410
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.966
Avg. volume 1M:   0.000
Avg. price 6M:   1.042
Avg. volume 6M:   0.000
Avg. price 1Y:   0.822
Avg. volume 1Y:   78.906
Volatility 1M:   140.85%
Volatility 6M:   109.33%
Volatility 1Y:   112.95%
Volatility 3Y:   -