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Morgan Stanley Call 82.5 MDLZ 19..../  DE000ME4G6R2  /

Stuttgart
16/10/2024  16:45:26 Chg.0.000 Bid20:13:29 Ask20:13:29 Underlying Strike price Expiration date Option type
0.300EUR 0.00% 0.310
Bid Size: 125,000		 0.320
Ask Size: 125,000		 Mondelez Internation... 82.50 USD 19/12/2025 Call
 

Master data

WKN: ME4G6R
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 82.50 USD
Maturity: 19/12/2025
Issue date: 01/12/2023
Last trading day: 19/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.28
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.98
Time value: 0.31
Break-even: 78.90
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.36
Theta: -0.01
Omega: 7.65
Rho: 0.24
 

Quote data

Open: 0.290
High: 0.300
Low: 0.290
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -28.57%
3 Months  
+15.38%
YTD
  -44.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.420 0.260
6M High / 6M Low: 0.510 0.260
High (YTD): 02/02/2024 0.720
Low (YTD): 14/10/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.76%
Volatility 6M:   112.22%
Volatility 1Y:   -
Volatility 3Y:   -