Morgan Stanley Call 80 MDLZ 19.12.2025
/ DE000MB9DCH8
Morgan Stanley Call 80 MDLZ 19.12.../ DE000MB9DCH8 /
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: |
|
- |