Morgan Stanley Call 90 MDLZ 20.12.../  DE000ME5D3K6  /

Stuttgart
7/5/2024  8:59:47 PM Chg.-0.100 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.400EUR -20.00% -
Bid Size: -
-
Ask Size: -
Mondelez Internation... 90.00 USD 12/20/2024 Call
 

Master data

WKN: ME5D3K
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 12/20/2024
Issue date: 12/14/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 104.01
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -21.89
Time value: 0.59
Break-even: 83.84
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.97
Spread abs.: 0.09
Spread %: 18.00%
Delta: 0.10
Theta: -0.01
Omega: 10.81
Rho: 0.03
 

Quote data

Open: 0.370
High: 0.400
Low: 0.370
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.53%
1 Month
  -6.98%
3 Months
  -16.67%
YTD
  -31.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.400
1M High / 1M Low: 0.550 0.400
6M High / 6M Low: 1.020 0.350
High (YTD): 2/2/2024 1.020
Low (YTD): 5/28/2024 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.479
Avg. volume 1M:   0.000
Avg. price 6M:   0.577
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.68%
Volatility 6M:   95.54%
Volatility 1Y:   -
Volatility 3Y:   -