Morgan Stanley Call 95 NOVN 20.09.2024
/ DE000ME1WHD0
Morgan Stanley Call 95 NOVN 20.09.../ DE000ME1WHD0 /
| 5/31/2024 9:18:07 PM |
Chg.- |
Bid10:34:51 AM |
Ask10:34:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
- |
0.270
Bid Size: 80,000 |
0.280
Ask Size: 80,000 |
NOVARTIS N |
95.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
ME1WHD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
-0.26 |
| Time value: |
0.27 |
| Break-even: |
99.75 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
15.59 |
| Rho: |
0.12 |
Quote data
| Open: |
0.213 |
| High: |
0.260 |
| Low: |
0.213 |
| Previous Close: |
0.182 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
+69.12% |
| 3 Months |
|
|
+16.16% |
| YTD |
|
|
+72.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.173 |
| 1M High / 1M Low: |
0.300 |
0.136 |
| 6M High / 6M Low: |
0.420 |
0.093 |
| High (YTD): |
1/22/2024 |
0.420 |
| Low (YTD): |
4/18/2024 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.201 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.59% |
| Volatility 6M: |
|
211.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
