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Morgan Stanley Call 75 MDLZ 20.09.../  DE000ME1UPY3  /

Stuttgart
6/14/2024  8:40:40 AM Chg.-0.050 Bid9:12:00 AM Ask9:12:00 AM Underlying Strike price Expiration date Option type
0.420EUR -10.64% 0.410
Bid Size: 400		 0.490
Ask Size: 400		 Mondelez Internation... 75.00 USD 9/20/2024 Call
 

Master data

WKN: ME1UPY
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: 10/10/2023
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 132.89
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -8.23
Time value: 0.46
Break-even: 69.82
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.15
Theta: -0.01
Omega: 19.36
Rho: 0.02
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.81%
1 Month
  -70.83%
3 Months
  -74.70%
YTD
  -78.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.450
1M High / 1M Low: 1.440 0.450
6M High / 6M Low: 3.010 0.450
High (YTD): 2/2/2024 3.010
Low (YTD): 6/12/2024 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.788
Avg. volume 1M:   0.000
Avg. price 6M:   1.632
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.23%
Volatility 6M:   138.48%
Volatility 1Y:   -
Volatility 3Y:   -