Morgan Stanley Call 80 MDLZ 20.12.2024
/ DE000ME54EA1
Morgan Stanley Call 80 MDLZ 20.12.../ DE000ME54EA1 /
18/07/2024 08:15:31 |
Chg.-0.030 |
Bid11:01:40 |
Ask11:01:40 |
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 |
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: |
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): |
02/02/2024 |
2.320 |
Low (YTD): |
15/07/2024 |
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: |
|
- |