Morgan Stanley Call 90 NOVN 19.12.../  DE000MG1WJD4  /

Stuttgart
2024-05-24  9:26:55 PM Chg.-0.050 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.860EUR -5.49% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 90.00 CHF 2025-12-19 Call
 

Master data

WKN: MG1WJD
Issuer: Morgan Stanley
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 90.00 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: 10.20
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 0.11
Implied volatility: 0.12
Historic volatility: 0.19
Parity: 0.11
Time value: 0.79
Break-even: 99.71
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 4.65%
Delta: 0.71
Theta: -0.01
Omega: 7.28
Rho: 0.89
 

Quote data

Open: 0.840
High: 0.860
Low: 0.840
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.24%
1 Month  
+11.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.860
1M High / 1M Low: 0.990 0.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   0.862
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -