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Morgan Stanley Call 97.5 NOVN 20..../  DE000ME2ZRJ7  /

Stuttgart
2024-11-15  5:31:28 PM Chg.-0.024 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.226EUR -9.60% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 97.50 CHF 2025-06-20 Call
 

Master data

WKN: ME2ZRJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 97.50 CHF
Maturity: 2025-06-20
Issue date: 2023-11-02
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.71
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.18
Parity: -0.66
Time value: 0.23
Break-even: 106.54
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 4.93%
Delta: 0.35
Theta: -0.01
Omega: 14.62
Rho: 0.19
 

Quote data

Open: 0.233
High: 0.233
Low: 0.226
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.08%
1 Month
  -69.04%
3 Months
  -68.17%
YTD
  -16.30%
1 Year
  -22.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.226
1M High / 1M Low: 0.760 0.226
6M High / 6M Low: 0.920 0.226
High (YTD): 2024-09-02 0.920
Low (YTD): 2024-04-18 0.224
52W High: 2024-09-02 0.920
52W Low: 2024-04-18 0.224
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.447
Avg. volume 1M:   0.000
Avg. price 6M:   0.564
Avg. volume 6M:   0.000
Avg. price 1Y:   0.455
Avg. volume 1Y:   0.000
Volatility 1M:   182.69%
Volatility 6M:   141.25%
Volatility 1Y:   133.96%
Volatility 3Y:   -