Morgan Stanley Call 67.5 MDLZ 17.01.2025
/ DE000ME9SLH4
Morgan Stanley Call 67.5 MDLZ 17..../ DE000ME9SLH4 /
| 2024-09-26 8:11:30 PM |
Chg.0.000 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
67.50 USD |
2025-01-17 |
Call |
Master data
| WKN: |
ME9SLH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
0.59 |
| Time value: |
0.13 |
| Break-even: |
67.85 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
7.73 |
| Rho: |
0.15 |
Quote data
| Open: |
0.700 |
| High: |
0.730 |
| Low: |
0.700 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.59% |
| 1 Month |
|
|
+19.67% |
| 3 Months |
|
|
+97.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.730 |
| 1M High / 1M Low: |
0.900 |
0.540 |
| 6M High / 6M Low: |
0.900 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.547 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.60% |
| Volatility 6M: |
|
144.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
