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: |
|
- |
