Morgan Stanley Call 130 NOVN 19.1.../  DE000MG20MT0  /

Stuttgart
2024-05-24  6:49:05 PM Chg.-0.003 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.106EUR -2.75% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 130.00 CHF 2025-12-19 Call
 

Master data

WKN: MG20MT
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 130.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-09
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 77.82
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.19
Parity: -3.92
Time value: 0.12
Break-even: 132.21
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 11.32%
Delta: 0.12
Theta: 0.00
Omega: 9.59
Rho: 0.16
 

Quote data

Open: 0.103
High: 0.106
Low: 0.103
Previous Close: 0.109
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.83%
1 Month  
+3.92%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.116 0.106
1M High / 1M Low: 0.119 0.095
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -