Morgan Stanley Call 67.5 MDLZ 21.03.2025
/ DE000ME9SLE1
Morgan Stanley Call 67.5 MDLZ 21..../ DE000ME9SLE1 /
18/10/2024 20:27:16 |
Chg.+0.020 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+3.17% |
- Bid Size: - |
- Ask Size: - |
Mondelez Internation... |
67.50 USD |
21/03/2025 |
Call |
Master data
WKN: |
ME9SLE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.50 USD |
Maturity: |
21/03/2025 |
Issue date: |
07/03/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.23 |
Historic volatility: |
0.15 |
Parity: |
0.33 |
Time value: |
0.30 |
Break-even: |
68.63 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
7.24 |
Rho: |
0.17 |
Quote data
Open: |
0.600 |
High: |
0.650 |
Low: |
0.600 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
-26.14% |
3 Months |
|
|
+44.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.550 |
1M High / 1M Low: |
0.880 |
0.550 |
6M High / 6M Low: |
0.990 |
0.360 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.644 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.714 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.645 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.86% |
Volatility 6M: |
|
124.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |