Morgan Stanley Put 60 MDLZ 20.09.2024
/ DE000ME186Y8
Morgan Stanley Put 60 MDLZ 20.09..../ DE000ME186Y8 /
| 2024-07-25 9:22:19 PM |
Chg.- |
Bid11:00:05 AM |
Ask11:00:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
- |
0.071
Bid Size: 5,000 |
0.083
Ask Size: 5,000 |
Mondelez Internation... |
60.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME186Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-78.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
-0.59 |
| Time value: |
0.08 |
| Break-even: |
54.51 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.00 |
| Spread %: |
4.00% |
| Delta: |
-0.18 |
| Theta: |
-0.02 |
| Omega: |
-14.01 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.069 |
| High: |
0.072 |
| Low: |
0.069 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.39% |
| 1 Month |
|
|
-1.39% |
| 3 Months |
|
|
+10.94% |
| YTD |
|
|
-41.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.071 |
| 1M High / 1M Low: |
0.085 |
0.062 |
| 6M High / 6M Low: |
0.143 |
0.039 |
| High (YTD): |
2024-04-15 |
0.143 |
| Low (YTD): |
2024-05-21 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.58% |
| Volatility 6M: |
|
143.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
