Morgan Stanley Call 67.5 MDLZ 17.01.2025
/ DE000ME9SLH4
Morgan Stanley Call 67.5 MDLZ 17..../ DE000ME9SLH4 /
| 10/09/2024 20:17:22 |
Chg.-0.040 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-4.44% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
67.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
ME9SLH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
07/03/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
0.74 |
| Time value: |
0.17 |
| Break-even: |
70.27 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
6.29 |
| Rho: |
0.17 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.860 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.38% |
| 1 Month |
|
|
+62.26% |
| 3 Months |
|
|
+104.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.640 |
| 1M High / 1M Low: |
0.900 |
0.510 |
| 6M High / 6M Low: |
0.900 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.21% |
| Volatility 6M: |
|
145.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
