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Morgan Stanley Call 80 MDLZ 19.12.../  DE000MB9DCH8  /

Stuttgart
16/08/2024  15:27:05 Chg.-0.010 Bid18:36:52 Ask18:36:52 Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.410
Bid Size: 125,000		 0.420
Ask Size: 125,000		 Mondelez Internation... 80.00 USD 19/12/2025 Call
 

Master data

WKN: MB9DCH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 19/12/2025
Issue date: 01/08/2023
Last trading day: 19/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.56
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -0.89
Time value: 0.44
Break-even: 77.31
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.42
Theta: -0.01
Omega: 6.18
Rho: 0.31
 

Quote data

Open: 0.430
High: 0.430
Low: 0.420
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month  
+40.00%
3 Months
  -19.23%
YTD
  -32.26%
1 Year
  -51.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.400
1M High / 1M Low: 0.480 0.300
6M High / 6M Low: 0.680 0.290
High (YTD): 02/02/2024 0.830
Low (YTD): 15/07/2024 0.290
52W High: 20/09/2023 1.330
52W Low: 15/07/2024 0.290
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.448
Avg. volume 6M:   0.000
Avg. price 1Y:   0.591
Avg. volume 1Y:   0.000
Volatility 1M:   125.24%
Volatility 6M:   95.86%
Volatility 1Y:   98.78%
Volatility 3Y:   -