Morgan Stanley Call 107.5 NOVN 20.09.2024
/ DE000ME1ZBK1
Morgan Stanley Call 107.5 NOVN 20.../ DE000ME1ZBK1 /
| 2024-06-14 12:48:03 PM |
Chg.+0.001 |
Bid3:29:15 PM |
Ask3:29:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
+2.50% |
0.048
Bid Size: 80,000 |
0.058
Ask Size: 80,000 |
NOVARTIS N |
107.50 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME1ZBK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
187.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-1.47 |
| Time value: |
0.05 |
| Break-even: |
112.52 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
26.83% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
20.92 |
| Rho: |
0.03 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.041 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
+5.13% |
| YTD |
|
|
-21.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.036 |
| 1M High / 1M Low: |
0.046 |
0.024 |
| 6M High / 6M Low: |
0.114 |
0.022 |
| High (YTD): |
2024-01-17 |
0.114 |
| Low (YTD): |
2024-04-18 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.050 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.53% |
| Volatility 6M: |
|
274.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
