Morgan Stanley Call 80 MDLZ 20.12.2024
/ DE000ME54EA1
Morgan Stanley Call 80 MDLZ 20.12.../ DE000ME54EA1 /
| 28/06/2024 18:58:54 |
Chg.-0.020 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-3.03% |
-
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: |
93.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-13.59 |
| Time value: |
0.65 |
| Break-even: |
75.32 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
13.23 |
| Rho: |
0.04 |
Quote data
| Open: |
0.630 |
| High: |
0.640 |
| Low: |
0.630 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.25% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
-47.11% |
| YTD |
|
|
-55.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.640 |
| 1M High / 1M Low: |
0.730 |
0.530 |
| 6M High / 6M Low: |
2.320 |
0.530 |
| High (YTD): |
02/02/2024 |
2.320 |
| Low (YTD): |
14/06/2024 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.636 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.228 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.64% |
| Volatility 6M: |
|
110.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
