Morgan Stanley Call 92.5 NOVN 19.12.2025
/ DE000MG2UX69
Morgan Stanley Call 92.5 NOVN 19..../ DE000MG2UX69 /
| 7/8/2024 5:34:24 PM |
Chg.+0.02 |
Bid8:42:52 PM |
Ask8:42:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
+1.94% |
1.04
Bid Size: 3,750 |
1.06
Ask Size: 3,750 |
NOVARTIS N |
92.50 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
MG2UX6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
4/23/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.19 |
| Parity: |
0.35 |
| Time value: |
0.72 |
| Break-even: |
105.97 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
2.88% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
6.93 |
| Rho: |
0.92 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.05 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
+14.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
1.00 |
| 1M High / 1M Low: |
1.06 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
