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Morgan Stanley Call 77.5 MDLZ 19..../  DE000ME4G6Q4  /

Stuttgart
2024-06-25  4:04:53 PM Chg.+0.010 Bid5:54:06 PM Ask5:54:06 PM Underlying Strike price Expiration date Option type
0.470EUR +2.17% 0.460
Bid Size: 125,000		 0.470
Ask Size: 125,000		 Mondelez Internation... 77.50 USD 2025-12-19 Call
 

Master data

WKN: ME4G6Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 77.50 USD
Maturity: 2025-12-19
Issue date: 2023-12-01
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.01
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -0.85
Time value: 0.49
Break-even: 77.11
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.45
Theta: -0.01
Omega: 5.81
Rho: 0.35
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.51%
1 Month  
+6.82%
3 Months
  -31.88%
YTD
  -34.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.390
1M High / 1M Low: 0.470 0.370
6M High / 6M Low: 0.950 0.370
High (YTD): 2024-02-02 0.950
Low (YTD): 2024-06-17 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.629
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.79%
Volatility 6M:   85.54%
Volatility 1Y:   -
Volatility 3Y:   -