Morgan Stanley Call 107.5 NOVN 20.06.2025
/ DE000ME2ZRN9
Morgan Stanley Call 107.5 NOVN 20.../ DE000ME2ZRN9 /
| 2024-06-24 8:54:12 PM |
Chg.+0.028 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+13.21% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
107.50 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
ME2ZRN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 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: |
42.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.19 |
| Parity: |
-1.46 |
| Time value: |
0.23 |
| Break-even: |
114.70 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
11.65 |
| Rho: |
0.24 |
Quote data
| Open: |
0.229 |
| High: |
0.260 |
| Low: |
0.229 |
| Previous Close: |
0.212 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.60% |
| 1 Month |
|
|
+31.87% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
+48.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.199 |
| 1M High / 1M Low: |
0.240 |
0.162 |
| 6M High / 6M Low: |
0.280 |
0.104 |
| High (YTD): |
2024-01-22 |
0.280 |
| Low (YTD): |
2024-04-03 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.68% |
| Volatility 6M: |
|
133.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
