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Morgan Stanley Call 92.5 NOVN 20..../  DE000ME2ZRG3  /

Stuttgart
11/15/2024  5:31:29 PM Chg.-0.060 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.410EUR -12.77% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 92.50 CHF 6/20/2025 Call
 

Master data

WKN: ME2ZRG
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 92.50 CHF
Maturity: 6/20/2025
Issue date: 11/2/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.70
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.18
Parity: -0.13
Time value: 0.43
Break-even: 103.15
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.54
Theta: -0.01
Omega: 12.30
Rho: 0.29
 

Quote data

Open: 0.440
High: 0.440
Low: 0.410
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.58%
1 Month
  -62.73%
3 Months
  -60.95%
YTD  
+7.89%
1 Year  
+5.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.410
1M High / 1M Low: 1.140 0.410
6M High / 6M Low: 1.310 0.410
High (YTD): 9/2/2024 1.310
Low (YTD): 4/18/2024 0.330
52W High: 9/2/2024 1.310
52W Low: 4/18/2024 0.330
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.729
Avg. volume 1M:   0.000
Avg. price 6M:   0.860
Avg. volume 6M:   0.000
Avg. price 1Y:   0.682
Avg. volume 1Y:   0.000
Volatility 1M:   164.29%
Volatility 6M:   123.98%
Volatility 1Y:   123.68%
Volatility 3Y:   -