Morgan Stanley Call 80 MDLZ 19.09.2025
/ DE000ME3FH54
Morgan Stanley Call 80 MDLZ 19.09.../ DE000ME3FH54 /
26/09/2024 18:51:19 |
Chg.0.000 |
Bid20:30:01 |
Ask20:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
0.00% |
0.330 Bid Size: 125,000 |
0.340 Ask Size: 125,000 |
Mondelez Internation... |
80.00 USD |
19/09/2025 |
Call |
Master data
WKN: |
ME3FH5 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
19/09/2025 |
Issue date: |
10/11/2023 |
Last trading day: |
19/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.16 |
Parity: |
-0.53 |
Time value: |
0.35 |
Break-even: |
75.38 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
0.44 |
Theta: |
-0.01 |
Omega: |
8.32 |
Rho: |
0.25 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.340 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.53% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+30.77% |
YTD |
|
|
-39.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.340 |
1M High / 1M Low: |
0.480 |
0.280 |
6M High / 6M Low: |
0.510 |
0.222 |
High (YTD): |
02/02/2024 |
0.750 |
Low (YTD): |
16/07/2024 |
0.222 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.383 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.329 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.84% |
Volatility 6M: |
|
124.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |