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Morgan Stanley Call 87.5 MDLZ 20..../  DE000ME16UB4  /

Stuttgart
8/9/2024  11:07:19 AM Chg.-0.003 Bid1:00:21 PM Ask1:00:21 PM Underlying Strike price Expiration date Option type
0.028EUR -9.68% 0.028
Bid Size: 5,000		 0.041
Ask Size: 5,000		 Mondelez Internation... 87.50 USD 9/20/2024 Call
 

Master data

WKN: ME16UB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 87.50 USD
Maturity: 9/20/2024
Issue date: 9/27/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 160.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.16
Parity: -1.58
Time value: 0.04
Break-even: 80.57
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 6.01
Spread abs.: 0.01
Spread %: 29.03%
Delta: 0.09
Theta: -0.02
Omega: 14.88
Rho: 0.01
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.031
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -34.88%
3 Months  
+27.27%
YTD
  -68.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.031
1M High / 1M Low: 0.047 0.031
6M High / 6M Low: 0.070 0.013
High (YTD): 2/2/2024 0.113
Low (YTD): 5/28/2024 0.013
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.78%
Volatility 6M:   160.58%
Volatility 1Y:   -
Volatility 3Y:   -