Morgan Stanley Put 100 NVO 20.12..../  DE000ME1Z0Y1  /

Stuttgart
16/10/2024  20:24:07 Chg.- Bid10:19:42 Ask10:19:42 Underlying Strike price Expiration date Option type
0.172EUR - -
Bid Size: -
-
Ask Size: -
Novo Nordisk 100.00 USD 20/12/2024 Put
 

Master data

WKN: ME1Z0Y
Issuer: Morgan Stanley
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 20/12/2024
Issue date: 12/10/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.11
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.28
Parity: -1.66
Time value: 0.18
Break-even: 90.34
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 1.43
Spread abs.: 0.01
Spread %: 3.55%
Delta: -0.15
Theta: -0.04
Omega: -9.54
Rho: -0.03
 

Quote data

Open: 0.166
High: 0.172
Low: 0.166
Previous Close: 0.179
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.02%
1 Month  
+63.81%
3 Months  
+44.54%
YTD
  -80.67%
1 Year
  -86.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.187 0.153
1M High / 1M Low: 0.237 0.092
6M High / 6M Low: 0.350 0.086
High (YTD): 02/01/2024 0.940
Low (YTD): 01/07/2024 0.086
52W High: 27/10/2023 1.470
52W Low: 01/07/2024 0.086
Avg. price 1W:   0.169
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.450
Avg. volume 1Y:   0.000
Volatility 1M:   247.37%
Volatility 6M:   208.33%
Volatility 1Y:   167.78%
Volatility 3Y:   -