Morgan Stanley Call 65 MDLZ 20.12.2024
/ DE000ME54E76
Morgan Stanley Call 65 MDLZ 20.12.../ DE000ME54E76 /
| 31/07/2024 14:22:05 |
Chg.+0.01 |
Bid17:53:12 |
Ask17:53:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
+0.34% |
3.34
Bid Size: 12,500 |
3.35
Ask Size: 12,500 |
Mondelez Internation... |
65.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME54E7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.16 |
| Parity: |
1.90 |
| Time value: |
1.02 |
| Break-even: |
63.02 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
18.28 |
| Rho: |
0.20 |
Quote data
| Open: |
2.83 |
| High: |
2.93 |
| Low: |
2.83 |
| Previous Close: |
2.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.40% |
| 1 Month |
|
|
+6.16% |
| 3 Months |
|
|
-21.66% |
| YTD |
|
|
-12.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.97 |
2.78 |
| 1M High / 1M Low: |
2.97 |
2.32 |
| 6M High / 6M Low: |
4.05 |
2.32 |
| High (YTD): |
02/02/2024 |
4.05 |
| Low (YTD): |
15/07/2024 |
2.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.61% |
| Volatility 6M: |
|
62.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
