Morgan Stanley Call 82.5 MDLZ 18.06.2026
/ DE000MG846B3
Morgan Stanley Call 82.5 MDLZ 18..../ DE000MG846B3 /
| 16/10/2024 20:56:56 |
Chg.0.000 |
Bid21:35:18 |
Ask21:35:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
0.00% |
0.480
Bid Size: 125,000 |
0.490
Ask Size: 125,000 |
Mondelez Internation... |
82.50 USD |
18/06/2026 |
Call |
Master data
| WKN: |
MG846B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 USD |
| Maturity: |
18/06/2026 |
| Issue date: |
26/07/2024 |
| Last trading day: |
18/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.98 |
| Time value: |
0.48 |
| Break-even: |
80.60 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
5.89 |
| Rho: |
0.39 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.44% |
| 1 Month |
|
|
-20.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
0.590 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
