Morgan Stanley Call 87.5 NOVN 19.12.2025
/ DE000MG2UX51
Morgan Stanley Call 87.5 NOVN 19..../ DE000MG2UX51 /
| 6/24/2024 12:57:59 PM |
Chg.+0.12 |
Bid4:07:41 PM |
Ask4:07:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+10.17% |
1.34
Bid Size: 80,000 |
1.35
Ask Size: 80,000 |
NOVARTIS N |
87.50 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
MG2UX5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
4/23/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.19 |
| Parity: |
0.64 |
| Time value: |
0.57 |
| Break-even: |
103.61 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
6.89 |
| Rho: |
1.06 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.07% |
| 1 Month |
|
|
+26.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.13 |
| 1M High / 1M Low: |
1.23 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
