Morgan Stanley Call 90 NOVN 19.12.2025
/ DE000MG1WJD4
Morgan Stanley Call 90 NOVN 19.12.../ DE000MG1WJD4 /
| 2024-09-25 11:02:56 AM |
Chg.+0.04 |
Bid3:36:40 PM |
Ask3:36:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+3.25% |
1.27
Bid Size: 80,000 |
1.30
Ask Size: 80,000 |
NOVARTIS N |
90.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
MG1WJD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.18 |
| Parity: |
0.80 |
| Time value: |
0.45 |
| Break-even: |
107.96 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
2.46% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
7.37 |
| Rho: |
0.98 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.42% |
| 1 Month |
|
|
-9.29% |
| 3 Months |
|
|
+12.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.23 |
| 1M High / 1M Low: |
1.61 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
