Morgan Stanley Call 72.5 MDLZ 19.12.2025
/ DE000ME4G6P6
Morgan Stanley Call 72.5 MDLZ 19..../ DE000ME4G6P6 /
9/18/2024 9:46:30 AM |
Chg.-0.020 |
Bid1:08:06 PM |
Ask1:08:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-2.33% |
0.830 Bid Size: 5,000 |
0.850 Ask Size: 5,000 |
Mondelez Internation... |
72.50 USD |
12/19/2025 |
Call |
Master data
WKN: |
ME4G6P |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 USD |
Maturity: |
12/19/2025 |
Issue date: |
12/1/2023 |
Last trading day: |
12/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
0.23 |
Time value: |
0.63 |
Break-even: |
73.79 |
Moneyness: |
1.04 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.18% |
Delta: |
0.68 |
Theta: |
-0.01 |
Omega: |
5.33 |
Rho: |
0.47 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.860 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.20% |
1 Month |
|
|
+23.53% |
3 Months |
|
|
+55.56% |
YTD |
|
|
-12.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.820 |
1M High / 1M Low: |
0.960 |
0.650 |
6M High / 6M Low: |
0.960 |
0.480 |
High (YTD): |
2/2/2024 |
1.230 |
Low (YTD): |
7/15/2024 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.842 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.785 |
Avg. volume 1M: |
|
52.727 |
Avg. price 6M: |
|
0.696 |
Avg. volume 6M: |
|
13.488 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.53% |
Volatility 6M: |
|
91.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |