Morgan Stanley Call 120 NOVN 19.1.../  DE000MG1WJQ6  /

Stuttgart
2024-09-25  11:03:05 AM Chg.+0.007 Bid4:26:10 PM Ask4:26:10 PM Underlying Strike price Expiration date Option type
0.171EUR +4.27% 0.169
Bid Size: 80,000
0.179
Ask Size: 80,000
NOVARTIS N 120.00 CHF 2025-12-19 Call
 

Master data

WKN: MG1WJQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 120.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-08
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.83
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.18
Parity: -2.38
Time value: 0.17
Break-even: 129.01
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 6.79%
Delta: 0.19
Theta: -0.01
Omega: 11.40
Rho: 0.22
 

Quote data

Open: 0.171
High: 0.171
Low: 0.171
Previous Close: 0.164
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.58%
1 Month
  -21.92%
3 Months
  -14.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.177 0.164
1M High / 1M Low: 0.260 0.164
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.171
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -