Morgan Stanley Call 95 NVO 20.06.2025
/ DE000MB70VV3
Morgan Stanley Call 95 NVO 20.06..../ DE000MB70VV3 /
| 2024-10-16 8:50:51 PM |
Chg.- |
Bid9:28:21 AM |
Ask9:28:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.32EUR |
- |
5.25
Bid Size: 2,500 |
-
Ask Size: - |
Novo Nordisk |
95.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
MB70VV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2025-06-20 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.90 |
| Intrinsic value: |
4.19 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
4.19 |
| Time value: |
1.15 |
| Break-even: |
113.99 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
3.33 |
| Rho: |
0.42 |
Quote data
| Open: |
5.13 |
| High: |
5.32 |
| Low: |
5.13 |
| Previous Close: |
5.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.19% |
| 1 Month |
|
|
-32.74% |
| 3 Months |
|
|
-38.64% |
| YTD |
|
|
+20.36% |
| 1 Year |
|
|
+2.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.64 |
5.29 |
| 1M High / 1M Low: |
8.09 |
4.86 |
| 6M High / 6M Low: |
10.75 |
4.86 |
| High (YTD): |
2024-06-25 |
10.75 |
| Low (YTD): |
2024-01-02 |
4.26 |
| 52W High: |
2024-06-25 |
10.75 |
| 52W Low: |
2023-12-12 |
3.70 |
| Avg. price 1W: |
|
5.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.93 |
| Avg. volume 1Y: |
|
25.66 |
| Volatility 1M: |
|
100.75% |
| Volatility 6M: |
|
89.31% |
| Volatility 1Y: |
|
83.78% |
| Volatility 3Y: |
|
- |
