Morgan Stanley Call 120 NOVN 21.0.../  DE000ME1WJ46  /

Stuttgart
2024-05-03  9:14:42 PM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.005EUR 0.00% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 120.00 CHF 2024-06-21 Call
 

Master data

WKN: ME1WJ4
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 120.00 CHF
Maturity: 2024-06-21
Issue date: 2023-10-11
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 224.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -3.34
Time value: 0.04
Break-even: 123.60
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 10.35
Spread abs.: 0.04
Spread %: 700.00%
Delta: 0.06
Theta: -0.02
Omega: 13.28
Rho: 0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -28.57%
3 Months
  -70.59%
YTD
  -80.77%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.006 0.005
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.042 0.001
High (YTD): 2024-01-09 0.029
Low (YTD): 2024-04-23 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.019
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,203.85%
Volatility 6M:   990.14%
Volatility 1Y:   -
Volatility 3Y:   -