Morgan Stanley Call 900 Novo-Nordisk AS 20.09.2024
/ DE000ME3AMB6
Morgan Stanley Call 900 Novo-Nord.../ DE000ME3AMB6 /
| 2024-06-25 10:20:14 AM |
Chg.+0.25 |
Bid12:08:26 PM |
Ask12:08:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
+16.23% |
1.81
Bid Size: 10,000 |
1.84
Ask Size: 10,000 |
- |
900.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
ME3AMB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.33 |
| Parity: |
1.17 |
| Time value: |
0.46 |
| Break-even: |
136.96 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
3.82% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
6.13 |
| Rho: |
0.20 |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.95% |
| 1 Month |
|
|
+67.29% |
| 3 Months |
|
|
+62.73% |
| YTD |
|
|
+198.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.48 |
| 1M High / 1M Low: |
1.68 |
0.87 |
| 6M High / 6M Low: |
1.68 |
0.45 |
| High (YTD): |
2024-06-14 |
1.68 |
| Low (YTD): |
2024-01-25 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
50.40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.18% |
| Volatility 6M: |
|
203.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
