Morgan Stanley Call 125 NOVN 19.1.../  DE000MG2UXG0  /

Stuttgart
2024-06-05  8:30:15 PM Chg.+0.013 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.142EUR +10.08% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 125.00 CHF 2025-12-19 Call
 

Master data

WKN: MG2UXG
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 125.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-23
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.71
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -3.39
Time value: 0.15
Break-even: 130.54
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 8.89%
Delta: 0.15
Theta: -0.01
Omega: 9.75
Rho: 0.20
 

Quote data

Open: 0.145
High: 0.145
Low: 0.142
Previous Close: 0.129
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.41%
1 Month  
+24.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.134 0.116
1M High / 1M Low: 0.145 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.125
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -