Morgan Stanley Call 90 NOVN 20.09.2024
/ DE000ME1WH63
Morgan Stanley Call 90 NOVN 20.09.../ DE000ME1WH63 /
| 2024-06-14 10:51:33 AM |
Chg.+0.010 |
Bid1:27:31 PM |
Ask1:27:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+1.54% |
0.700
Bid Size: 80,000 |
0.710
Ask Size: 80,000 |
NOVARTIS N |
90.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME1WH6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.36 |
| Time value: |
0.34 |
| Break-even: |
100.77 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
9.43 |
| Rho: |
0.16 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+120.00% |
| YTD |
|
|
+189.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.610 |
| 1M High / 1M Low: |
0.660 |
0.380 |
| 6M High / 6M Low: |
0.700 |
0.191 |
| High (YTD): |
2024-01-22 |
0.700 |
| Low (YTD): |
2024-04-18 |
0.191 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.11% |
| Volatility 6M: |
|
186.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
