Morgan Stanley Call 70 MDLZ 20.09.2024
/ DE000ME1UPX5
Morgan Stanley Call 70 MDLZ 20.09.../ DE000ME1UPX5 /
| 27/06/2024 08:40:15 |
Chg.-0.10 |
Bid14:15:03 |
Ask14:15:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-8.93% |
1.08
Bid Size: 400 |
1.15
Ask Size: 400 |
Mondelez Internation... |
70.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1UPX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
57.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.16 |
| Parity: |
-3.15 |
| Time value: |
1.09 |
| Break-even: |
66.63 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
18.87 |
| Rho: |
0.05 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.93% |
| 1 Month |
|
|
-36.65% |
| 3 Months |
|
|
-60.31% |
| YTD |
|
|
-63.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.12 |
| 1M High / 1M Low: |
1.68 |
0.97 |
| 6M High / 6M Low: |
3.72 |
0.97 |
| High (YTD): |
02/02/2024 |
3.72 |
| Low (YTD): |
14/06/2024 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.59% |
| Volatility 6M: |
|
121.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
