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Morgan Stanley Call 80 MDLZ 20.12.../  DE000ME54EA1  /

Stuttgart
7/18/2024  8:15:31 AM Chg.-0.030 Bid12:45:03 PM Ask12:45:03 PM Underlying Strike price Expiration date Option type
0.510EUR -5.56% 0.500
Bid Size: 400		 0.580
Ask Size: 400		 Mondelez Internation... 80.00 USD 12/20/2024 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: 12/20/2024
Issue date: 12/12/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 115.76
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -11.77
Time value: 0.53
Break-even: 73.65
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.13
Theta: -0.01
Omega: 15.46
Rho: 0.03
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.08%
1 Month
  -16.39%
3 Months
  -35.44%
YTD
  -64.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.450
1M High / 1M Low: 0.730 0.450
6M High / 6M Low: 2.320 0.450
High (YTD): 2/2/2024 2.320
Low (YTD): 7/15/2024 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.592
Avg. volume 1M:   0.000
Avg. price 6M:   1.120
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.15%
Volatility 6M:   113.51%
Volatility 1Y:   -
Volatility 3Y:   -