Morgan Stanley Call 85 NOVN 19.12.../  DE000MG1WJB8  /

Stuttgart
2024-05-24  9:26:55 PM Chg.-0.05 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.19EUR -4.03% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 85.00 CHF 2025-12-19 Call
 

Master data

WKN: MG1WJB
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 85.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-08
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.59
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 0.62
Implied volatility: 0.10
Historic volatility: 0.19
Parity: 0.62
Time value: 0.59
Break-even: 97.77
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.68%
Delta: 0.85
Theta: -0.01
Omega: 6.47
Rho: 1.04
 

Quote data

Open: 1.16
High: 1.19
Low: 1.16
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.85%
1 Month  
+14.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.33 1.19
1M High / 1M Low: 1.35 0.96
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -