OverviewChartNewsTraderScreen

Morgan Stanley Call 95 NOVN 20.06.../  DE000ME2ZRH1  /

Stuttgart
15/11/2024  17:31:28 Chg.-0.050 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.300EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 95.00 CHF 20/06/2025 Call
 

Master data

WKN: ME2ZRH
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 95.00 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: 30.50
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.18
Parity: -0.39
Time value: 0.32
Break-even: 104.73
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.44
Theta: -0.01
Omega: 13.47
Rho: 0.24
 

Quote data

Open: 0.330
High: 0.330
Low: 0.300
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -67.03%
3 Months
  -65.52%
YTD
  -6.25%
1 Year
  -11.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.300
1M High / 1M Low: 0.940 0.300
6M High / 6M Low: 1.100 0.300
High (YTD): 02/09/2024 1.100
Low (YTD): 18/04/2024 0.270
52W High: 02/09/2024 1.100
52W Low: 18/04/2024 0.270
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   0.559
Avg. volume 1Y:   0.000
Volatility 1M:   182.96%
Volatility 6M:   136.76%
Volatility 1Y:   133.03%
Volatility 3Y:   -