Morgan Stanley Call 82.5 MDLZ 16.01.2026
/ DE000ME66724
Morgan Stanley Call 82.5 MDLZ 16..../ DE000ME66724 /
| 16/10/2024 18:36:12 |
Chg.+0.020 |
Bid19:53:52 |
Ask19:53:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+6.45% |
0.330
Bid Size: 125,000 |
0.340
Ask Size: 125,000 |
Mondelez Internation... |
82.50 USD |
16/01/2026 |
Call |
Master data
| WKN: |
ME6672 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
02/01/2024 |
| Last trading day: |
16/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-0.98 |
| Time value: |
0.33 |
| Break-even: |
79.10 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
7.39 |
| Rho: |
0.26 |
Quote data
| Open: |
0.320 |
| High: |
0.330 |
| Low: |
0.320 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-23.26% |
| 3 Months |
|
|
+13.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.270 |
| 1M High / 1M Low: |
0.430 |
0.270 |
| 6M High / 6M Low: |
0.530 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.82% |
| Volatility 6M: |
|
106.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
