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Morgan Stanley Call 80 KTF 20.12..../  DE000MB51RY5  /

Stuttgart
2024-09-23  10:57:05 AM Chg.-0.006 Bid11:22:14 AM Ask11:22:14 AM Underlying Strike price Expiration date Option type
0.078EUR -7.14% 0.076
Bid Size: 15,000		 0.094
Ask Size: 12,500		 MONDELEZ INTL INC. A 80.00 - 2024-12-20 Call
 

Master data

WKN: MB51RY
Issuer: Morgan Stanley
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 82.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.16
Parity: -1.34
Time value: 0.08
Break-even: 80.81
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 1.24
Spread abs.: 0.00
Spread %: 2.53%
Delta: 0.16
Theta: -0.02
Omega: 12.78
Rho: 0.02
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.97%
1 Month  
+1.30%
3 Months  
+6.85%
YTD
  -72.14%
1 Year
  -86.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.113 0.084
1M High / 1M Low: 0.171 0.059
6M High / 6M Low: 0.210 0.059
High (YTD): 2024-02-02 0.430
Low (YTD): 2024-08-29 0.059
52W High: 2023-09-26 0.560
52W Low: 2024-08-29 0.059
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   0.194
Avg. volume 1Y:   0.000
Volatility 1M:   393.31%
Volatility 6M:   212.75%
Volatility 1Y:   173.94%
Volatility 3Y:   -