Morgan Stanley Call 80 MDLZ 20.12.2024
/ DE000ME7UV20
Morgan Stanley Call 80 MDLZ 20.12.../ DE000ME7UV20 /
| 8/16/2024 5:20:05 PM |
Chg.-0.010 |
Bid7:08:16 PM |
Ask7:08:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-1.27% |
0.770
Bid Size: 12,500 |
0.780
Ask Size: 12,500 |
Mondelez Internation... |
80.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME7UV2 |
| 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: |
1/29/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
81.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-8.86 |
| Time value: |
0.79 |
| Break-even: |
73.70 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
15.43 |
| Rho: |
0.04 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
+52.94% |
| 3 Months |
|
|
-40.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.790 |
| 1M High / 1M Low: |
1.000 |
0.510 |
| 6M High / 6M Low: |
2.560 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.752 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.164 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.27% |
| Volatility 6M: |
|
139.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
