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Morgan Stanley Call 75 MDLZ 20.09.../  DE000ME16U65  /

Stuttgart
6/14/2024  11:20:49 AM Chg.-0.006 Bid4:37:04 PM Ask4:37:04 PM Underlying Strike price Expiration date Option type
0.044EUR -12.00% 0.049
Bid Size: 150,000		 0.052
Ask Size: 150,000		 Mondelez Internation... 75.00 USD 9/20/2024 Call
 

Master data

WKN: ME16U6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 9/20/2024
Issue date: 9/27/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 116.15
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -0.83
Time value: 0.05
Break-even: 70.38
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.65
Spread abs.: 0.00
Spread %: 6.00%
Delta: 0.16
Theta: -0.01
Omega: 18.25
Rho: 0.02
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.59%
1 Month
  -72.15%
3 Months
  -82.40%
YTD
  -89.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.050
1M High / 1M Low: 0.164 0.050
6M High / 6M Low: 0.580 0.050
High (YTD): 2/2/2024 0.580
Low (YTD): 6/13/2024 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.270
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.80%
Volatility 6M:   174.42%
Volatility 1Y:   -
Volatility 3Y:   -