Morgan Stanley Call 105 NOVN 20.09.2024
/ DE000ME1WHR0
Morgan Stanley Call 105 NOVN 20.0.../ DE000ME1WHR0 /
| 2024-06-13 9:11:56 PM |
Chg.+0.001 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
+1.67% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
105.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME1WHR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
138.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-1.13 |
| Time value: |
0.07 |
| Break-even: |
109.31 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
18.64% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
21.32 |
| Rho: |
0.04 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.057 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.61% |
| 1 Month |
|
|
-4.69% |
| 3 Months |
|
|
+27.08% |
| YTD |
|
|
+1.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.055 |
| 1M High / 1M Low: |
0.064 |
0.035 |
| 6M High / 6M Low: |
0.143 |
0.027 |
| High (YTD): |
2024-01-22 |
0.143 |
| Low (YTD): |
2024-04-03 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.063 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.30% |
| Volatility 6M: |
|
241.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
