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: |
|
- |