Morgan Stanley Call 92.5 MDLZ 19.09.2025
/ DE000ME44WZ1
Morgan Stanley Call 92.5 MDLZ 19..../ DE000ME44WZ1 /
05/08/2024 10:54:06 |
Chg.-0.013 |
Bid14:38:25 |
Ask14:38:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.143EUR |
-8.33% |
- Bid Size: - |
- Ask Size: - |
Mondelez Internation... |
92.50 USD |
19/09/2025 |
Call |
Master data
WKN: |
ME44WZ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.50 USD |
Maturity: |
19/09/2025 |
Issue date: |
24/11/2023 |
Last trading day: |
19/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
41.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.16 |
Parity: |
-2.00 |
Time value: |
0.16 |
Break-even: |
86.36 |
Moneyness: |
0.76 |
Premium: |
0.33 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.00 |
Spread %: |
1.28% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
8.30 |
Rho: |
0.13 |
Quote data
Open: |
0.143 |
High: |
0.143 |
Low: |
0.143 |
Previous Close: |
0.156 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.38% |
1 Month |
|
|
+0.70% |
3 Months |
|
|
-2.72% |
YTD |
|
|
-45.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.162 |
0.148 |
1M High / 1M Low: |
0.162 |
0.128 |
6M High / 6M Low: |
0.290 |
0.097 |
High (YTD): |
30/01/2024 |
0.320 |
Low (YTD): |
29/05/2024 |
0.097 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.155 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.167 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.74% |
Volatility 6M: |
|
98.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |