Morgan Stanley Call 85 MDLZ 20.12.2024
/ DE000ME54EB9
Morgan Stanley Call 85 MDLZ 20.12.../ DE000ME54EB9 /
13/09/2024 20:09:55 |
Chg.+0.020 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+4.65% |
- Bid Size: - |
- Ask Size: - |
Mondelez Internation... |
85.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME54EB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 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: |
138.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
-8.79 |
Time value: |
0.49 |
Break-even: |
77.23 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.01 |
Spread %: |
2.08% |
Delta: |
0.14 |
Theta: |
-0.01 |
Omega: |
20.07 |
Rho: |
0.02 |
Quote data
Open: |
0.400 |
High: |
0.450 |
Low: |
0.400 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-21.05% |
3 Months |
|
|
+4.65% |
YTD |
|
|
-50.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.430 |
1M High / 1M Low: |
0.640 |
0.380 |
6M High / 6M Low: |
0.970 |
0.380 |
High (YTD): |
02/02/2024 |
1.590 |
Low (YTD): |
29/08/2024 |
0.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.480 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.504 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.559 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.95% |
Volatility 6M: |
|
120.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |