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Morgan Stanley Call 80 MDLZ 20.09.../  DE000ME2BVF8  /

Stuttgart
7/17/2024  12:32:14 PM Chg.-0.020 Bid4:24:07 PM Ask4:24:07 PM Underlying Strike price Expiration date Option type
0.260EUR -7.14% 0.310
Bid Size: 5,000		 0.320
Ask Size: 5,000		 Mondelez Internation... 80.00 USD 9/20/2024 Call
 

Master data

WKN: ME2BVF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 9/20/2024
Issue date: 10/20/2023
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 201.28
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -13.00
Time value: 0.30
Break-even: 73.68
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 2.06
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.09
Theta: -0.01
Omega: 17.37
Rho: 0.01
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -23.53%
3 Months
  -39.53%
YTD
  -78.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.280
1M High / 1M Low: 0.470 0.280
6M High / 6M Low: 2.060 0.280
High (YTD): 2/2/2024 2.060
Low (YTD): 7/16/2024 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   0.795
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.13%
Volatility 6M:   131.59%
Volatility 1Y:   -
Volatility 3Y:   -