Morgan Stanley Call 80 MDLZ 20.12.2024
/ DE000ME54EA1
Morgan Stanley Call 80 MDLZ 20.12.../ DE000ME54EA1 /
17/07/2024 20:34:19 |
Chg.+0.080 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+17.39% |
- Bid Size: - |
- Ask Size: - |
Mondelez Internation... |
80.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME54EA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
12/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
123.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
-13.00 |
Time value: |
0.49 |
Break-even: |
73.87 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.01 |
Spread %: |
2.08% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
14.91 |
Rho: |
0.03 |
Quote data
Open: |
0.450 |
High: |
0.540 |
Low: |
0.450 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.00% |
1 Month |
|
|
-1.82% |
3 Months |
|
|
-27.03% |
YTD |
|
|
-62.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.450 |
1M High / 1M Low: |
0.730 |
0.450 |
6M High / 6M Low: |
2.320 |
0.450 |
High (YTD): |
02/02/2024 |
2.320 |
Low (YTD): |
15/07/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.476 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.593 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.129 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.45% |
Volatility 6M: |
|
110.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |