Morgan Stanley Call 95 NVO 20.06..../  DE000MB70VV3  /

Stuttgart
7/12/2024  8:22:10 PM Chg.+0.48 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
9.82EUR +5.14% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 95.00 USD 6/20/2025 Call
 

Master data

WKN: MB70VV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 6/20/2025
Issue date: 6/6/2023
Last trading day: 6/20/2025
Ratio: 5:1
Exercise type: American
Quanto: No
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 9.36
Intrinsic value: 8.63
Implied volatility: 0.41
Historic volatility: 0.29
Parity: 8.63
Time value: 1.13
Break-even: 135.90
Moneyness: 1.50
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.21%
Delta: 0.90
Theta: -0.02
Omega: 2.41
Rho: 0.65
 

Quote data

Open: 9.49
High: 9.82
Low: 9.49
Previous Close: 9.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.10%
1 Month
  -3.54%
3 Months  
+31.64%
YTD  
+122.17%
1 Year  
+369.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.09 9.34
1M High / 1M Low: 10.75 9.24
6M High / 6M Low: 10.75 4.52
High (YTD): 6/25/2024 10.75
Low (YTD): 1/2/2024 4.26
52W High: 6/25/2024 10.75
52W Low: 7/28/2023 1.99
Avg. price 1W:   9.74
Avg. volume 1W:   0.00
Avg. price 1M:   9.97
Avg. volume 1M:   0.00
Avg. price 6M:   7.89
Avg. volume 6M:   47.48
Avg. price 1Y:   5.87
Avg. volume 1Y:   35.05
Volatility 1M:   65.09%
Volatility 6M:   69.34%
Volatility 1Y:   114.76%
Volatility 3Y:   -