Morgan Stanley Call 75 MDLZ 20.09.2024
/ DE000ME16U65
Morgan Stanley Call 75 MDLZ 20.09.../ DE000ME16U65 /
30/08/2024 21:24:39 |
Chg.+0.006 |
Bid21:31:07 |
Ask21:31:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
+22.22% |
0.034 Bid Size: 125,000 |
0.040 Ask Size: 125,000 |
Mondelez Internation... |
75.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
ME16U6 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
27/09/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
159.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.16 |
Parity: |
-0.39 |
Time value: |
0.04 |
Break-even: |
68.09 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
2.07 |
Spread abs.: |
0.01 |
Spread %: |
53.85% |
Delta: |
0.19 |
Theta: |
-0.03 |
Omega: |
30.19 |
Rho: |
0.01 |
Quote data
Open: |
0.027 |
High: |
0.033 |
Low: |
0.027 |
Previous Close: |
0.027 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
-50.75% |
3 Months |
|
|
-42.11% |
YTD |
|
|
-91.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.042 |
0.027 |
1M High / 1M Low: |
0.079 |
0.027 |
6M High / 6M Low: |
0.360 |
0.027 |
High (YTD): |
02/02/2024 |
0.580 |
Low (YTD): |
29/08/2024 |
0.027 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.050 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.117 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
259.24% |
Volatility 6M: |
|
200.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |