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Morgan Stanley Call 80 MDLZ 19.12.../  DE000MB9DCH8  /

Stuttgart
2024-06-18  3:07:44 PM Chg.+0.010 Bid8:22:03 PM Ask8:22:03 PM Underlying Strike price Expiration date Option type
0.320EUR +3.23% 0.330
Bid Size: 150,000		 0.340
Ask Size: 150,000		 Mondelez Internation... 80.00 USD 2025-12-19 Call
 

Master data

WKN: MB9DCH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-12-19
Issue date: 2023-08-01
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.23
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -1.30
Time value: 0.32
Break-even: 77.69
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.34
Theta: -0.01
Omega: 6.62
Rho: 0.27
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -34.69%
3 Months
  -44.83%
YTD
  -48.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.460 0.310
6M High / 6M Low: 0.830 0.310
High (YTD): 2024-02-02 0.830
Low (YTD): 2024-06-17 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.544
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.40%
Volatility 6M:   92.98%
Volatility 1Y:   -
Volatility 3Y:   -