Morgan Stanley Call 90 MDLZ 20.12.2024
/ DE000ME5D3K6
Morgan Stanley Call 90 MDLZ 20.12.../ DE000ME5D3K6 /
16/08/2024 18:08:54 |
Chg.0.000 |
Bid20:18:01 |
Ask20:18:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
0.00% |
0.490 Bid Size: 12,500 |
0.500 Ask Size: 12,500 |
Mondelez Internation... |
90.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
14/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
128.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.16 |
Parity: |
-17.97 |
Time value: |
0.50 |
Break-even: |
82.52 |
Moneyness: |
0.78 |
Premium: |
0.29 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.01 |
Spread %: |
2.04% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
13.05 |
Rho: |
0.02 |
Quote data
Open: |
0.460 |
High: |
0.490 |
Low: |
0.460 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+32.43% |
3 Months |
|
|
+8.89% |
YTD |
|
|
-15.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.490 |
1M High / 1M Low: |
0.530 |
0.370 |
6M High / 6M Low: |
0.740 |
0.350 |
High (YTD): |
02/02/2024 |
1.020 |
Low (YTD): |
28/05/2024 |
0.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.494 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.459 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.502 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.44% |
Volatility 6M: |
|
85.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |