Morgan Stanley Call 75 MDLZ 20.12.2024
/ DE000ME54E92
Morgan Stanley Call 75 MDLZ 20.12.../ DE000ME54E92 /
| 10/06/2024 13:57:56 |
Chg.-0.03 |
Bid16:07:19 |
Ask16:07:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-2.61% |
1.03
Bid Size: 12,500 |
1.04
Ask Size: 12,500 |
Mondelez Internation... |
75.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME54E9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
55.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
-6.67 |
| Time value: |
1.14 |
| Break-even: |
70.72 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
14.67 |
| Rho: |
0.08 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-37.43% |
| 3 Months |
|
|
-50.44% |
| YTD |
|
|
-47.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.09 |
| 1M High / 1M Low: |
1.91 |
1.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/02/2024 |
3.05 |
| Low (YTD): |
29/05/2024 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
