Morgan Stanley Call 90 NOVN 21.03.2025
/ DE000MG1WJE2
Morgan Stanley Call 90 NOVN 21.03.../ DE000MG1WJE2 /
| 11/10/2024 18:38:59 |
Chg.+0.09 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
MG1WJE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.92 |
| Time value: |
0.31 |
| Break-even: |
108.31 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.65% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
6.82 |
| Rho: |
0.31 |
Quote data
| Open: |
1.14 |
| High: |
1.17 |
| Low: |
1.14 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.59% |
| 1 Month |
|
|
+4.46% |
| 3 Months |
|
|
-9.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.01 |
| 1M High / 1M Low: |
1.17 |
0.97 |
| 6M High / 6M Low: |
1.51 |
0.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.09% |
| Volatility 6M: |
|
117.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
