Morgan Stanley Call 67.5 MDLZ 21.03.2025
/ DE000ME9SLE1
Morgan Stanley Call 67.5 MDLZ 21..../ DE000ME9SLE1 /
| 9/18/2024 1:50:09 PM |
Chg.-0.030 |
Bid2:42:32 PM |
Ask2:42:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-3.23% |
0.900
Bid Size: 5,000 |
0.920
Ask Size: 5,000 |
Mondelez Internation... |
67.50 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
3/7/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.68 |
| Time value: |
0.24 |
| Break-even: |
69.89 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.87 |
| Rho: |
0.23 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.840 |
| 1M High / 1M Low: |
0.990 |
0.640 |
| 6M High / 6M Low: |
0.990 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.62% |
| Volatility 6M: |
|
119.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
