Morgan Stanley Call 92.5 NOVN 20.06.2025
/ DE000ME2ZRG3
Morgan Stanley Call 92.5 NOVN 20..../ DE000ME2ZRG3 /
| 02/08/2024 21:18:42 |
Chg.-0.080 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
92.50 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
ME2ZRG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.20 |
| Time value: |
0.71 |
| Break-even: |
107.86 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
7.26 |
| Rho: |
0.50 |
Quote data
| Open: |
0.910 |
| High: |
0.920 |
| Low: |
0.880 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
+91.30% |
| YTD |
|
|
+131.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.880 |
| 1M High / 1M Low: |
1.130 |
0.680 |
| 6M High / 6M Low: |
1.130 |
0.330 |
| High (YTD): |
12/07/2024 |
1.130 |
| Low (YTD): |
18/04/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.919 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.54% |
| Volatility 6M: |
|
122.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
