Morgan Stanley Call 95 NOVN 19.12.2025
/ DE000MG1WJF9
Morgan Stanley Call 95 NOVN 19.12.../ DE000MG1WJF9 /
| 08/07/2024 21:04:31 |
Chg.- |
Bid09:15:10 |
Ask09:15:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
- |
0.930
Bid Size: 80,000 |
0.940
Ask Size: 80,000 |
NOVARTIS N |
95.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
MG1WJF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.19 |
| Parity: |
0.17 |
| Time value: |
0.75 |
| Break-even: |
106.99 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.22% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
7.78 |
| Rho: |
0.90 |
Quote data
| Open: |
0.920 |
| High: |
0.930 |
| Low: |
0.890 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.30% |
| 1 Month |
|
|
+9.88% |
| 3 Months |
|
|
+102.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.840 |
| 1M High / 1M Low: |
0.930 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
