Morgan Stanley Call 70 MDLZ 20.09.2024
/ DE000ME1UPX5
Morgan Stanley Call 70 MDLZ 20.09.../ DE000ME1UPX5 /
16/08/2024 14:47:06 |
Chg.-0.69 |
Bid19:27:54 |
Ask19:27:54 |
Underlying |
Strike price |
Expiration date |
Option type |
1.77EUR |
-28.05% |
1.70 Bid Size: 12,500 |
1.71 Ask Size: 12,500 |
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: |
35.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.19 |
Historic volatility: |
0.16 |
Parity: |
0.26 |
Time value: |
1.52 |
Break-even: |
65.58 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
0.57% |
Delta: |
0.56 |
Theta: |
-0.03 |
Omega: |
20.20 |
Rho: |
0.03 |
Quote data
Open: |
1.79 |
High: |
1.79 |
Low: |
1.77 |
Previous Close: |
2.46 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.94% |
1 Month |
|
|
+172.31% |
3 Months |
|
|
-37.01% |
YTD |
|
|
-36.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.46 |
1.61 |
1M High / 1M Low: |
2.46 |
0.65 |
6M High / 6M Low: |
3.31 |
0.58 |
High (YTD): |
02/02/2024 |
3.72 |
Low (YTD): |
15/07/2024 |
0.58 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
321.06% |
Volatility 6M: |
|
189.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |