Morgan Stanley Call 65 MDLZ 20.09.2024
/ DE000MG29SA8
Morgan Stanley Call 65 MDLZ 20.09.../ DE000MG29SA8 /
30/08/2024 18:28:19 |
Chg.+0.010 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+1.69% |
- Bid Size: - |
- Ask Size: - |
Mondelez Internation... |
65.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
MG29SA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
12/04/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.38 |
Historic volatility: |
0.16 |
Parity: |
0.52 |
Time value: |
0.06 |
Break-even: |
64.46 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
0.84 |
Theta: |
-0.04 |
Omega: |
9.25 |
Rho: |
0.03 |
Quote data
Open: |
0.560 |
High: |
0.600 |
Low: |
0.560 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.64% |
1 Month |
|
|
+57.89% |
3 Months |
|
|
+36.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.590 |
1M High / 1M Low: |
0.700 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.622 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.559 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
223.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |