Morgan Stanley Call 87.5 NOVN 20.12.2024
/ DE000ME2CAT1
Morgan Stanley Call 87.5 NOVN 20..../ DE000ME2CAT1 /
| 2024-06-24 5:50:07 PM |
Chg.+0.180 |
Bid10:00:02 PM |
Ask10:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+19.57% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
87.50 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
ME2CAT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.64 |
| Time value: |
0.32 |
| Break-even: |
101.11 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
7.90 |
| Rho: |
0.32 |
Quote data
| Open: |
1.060 |
| High: |
1.100 |
| Low: |
1.060 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
+124.49% |
| YTD |
|
|
+175.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.860 |
| 1M High / 1M Low: |
1.000 |
0.680 |
| 6M High / 6M Low: |
1.000 |
0.380 |
| High (YTD): |
2024-06-14 |
1.000 |
| Low (YTD): |
2024-04-18 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.681 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.09% |
| Volatility 6M: |
|
141.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
