Morgan Stanley Call 97.5 NOVN 20.09.2024
/ DE000ME1WHJ7
Morgan Stanley Call 97.5 NOVN 20..../ DE000ME1WHJ7 /
| 2024-06-14 10:51:34 AM |
Chg.0.000 |
Bid1:11:54 PM |
Ask1:11:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.217EUR |
0.00% |
0.217
Bid Size: 80,000 |
0.227
Ask Size: 80,000 |
NOVARTIS N |
97.50 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME1WHJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 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: |
40.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-0.43 |
| Time value: |
0.24 |
| Break-even: |
103.99 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
5.24% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
15.55 |
| Rho: |
0.09 |
Quote data
| Open: |
0.217 |
| High: |
0.217 |
| Low: |
0.217 |
| Previous Close: |
0.217 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.36% |
| 1 Month |
|
|
+5.85% |
| 3 Months |
|
|
+93.75% |
| YTD |
|
|
+106.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.195 |
| 1M High / 1M Low: |
0.220 |
0.112 |
| 6M High / 6M Low: |
0.320 |
0.066 |
| High (YTD): |
2024-01-22 |
0.320 |
| Low (YTD): |
2024-04-18 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.211 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.151 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.47% |
| Volatility 6M: |
|
221.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
