Morgan Stanley Call 107.5 NOVN 19.12.2025
/ DE000MG2UXD7
Morgan Stanley Call 107.5 NOVN 19.../ DE000MG2UXD7 /
25/09/2024 18:57:42 |
Chg.+0.020 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+5.41% |
- Bid Size: - |
- Ask Size: - |
NOVARTIS N |
107.50 CHF |
19/12/2025 |
Call |
Master data
WKN: |
MG2UXD |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
107.50 CHF |
Maturity: |
19/12/2025 |
Issue date: |
23/04/2024 |
Last trading day: |
19/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.18 |
Parity: |
-1.05 |
Time value: |
0.38 |
Break-even: |
117.82 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
5.56% |
Delta: |
0.38 |
Theta: |
-0.01 |
Omega: |
10.43 |
Rho: |
0.44 |
Quote data
Open: |
0.400 |
High: |
0.410 |
Low: |
0.390 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.63% |
1 Month |
|
|
-15.22% |
3 Months |
|
|
+2.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.370 |
1M High / 1M Low: |
0.550 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.382 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.437 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |