Morgan Stanley Call 107.5 NOVN 19.12.2025
/ DE000MG2UXD7
Morgan Stanley Call 107.5 NOVN 19.../ DE000MG2UXD7 /
| 2024-06-25 1:08:32 PM |
Chg.0.000 |
Bid5:35:58 PM |
Ask5:35:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
0.390
Bid Size: 10,000 |
0.410
Ask Size: 7,500 |
NOVARTIS N |
107.50 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
MG2UXD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2025-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.19 |
| Parity: |
-1.27 |
| Time value: |
0.40 |
| Break-even: |
116.15 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
9.38 |
| Rho: |
0.50 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.88% |
| 1 Month |
|
|
+34.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.320 |
| 1M High / 1M Low: |
0.390 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
