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Morgan Stanley Call 70 MDLZ 19.12.../  DE000MB9DCG0  /

Stuttgart
2024-06-19  9:18:23 AM Chg.+0.010 Bid10:03:19 AM Ask10:03:19 AM Underlying Strike price Expiration date Option type
0.650EUR +1.56% 0.660
Bid Size: 5,000		 0.680
Ask Size: 5,000		 Mondelez Internation... 70.00 USD 2025-12-19 Call
 

Master data

WKN: MB9DCG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-12-19
Issue date: 2023-08-01
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.48
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -0.36
Time value: 0.65
Break-even: 71.68
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.55
Theta: -0.01
Omega: 5.21
Rho: 0.41
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -30.85%
3 Months
  -38.68%
YTD
  -40.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.620
1M High / 1M Low: 0.880 0.620
6M High / 6M Low: 1.380 0.620
High (YTD): 2024-02-02 1.380
Low (YTD): 2024-06-14 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.728
Avg. volume 1M:   0.000
Avg. price 6M:   0.976
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.67%
Volatility 6M:   73.37%
Volatility 1Y:   -
Volatility 3Y:   -