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Morgan Stanley Call 80 MDLZ 20.09.../  DE000ME2BVF8  /

Stuttgart
2024-06-14  12:49:44 PM Chg.-0.050 Bid3:53:39 PM Ask3:53:39 PM Underlying Strike price Expiration date Option type
0.300EUR -14.29% 0.330
Bid Size: 15,000		 0.340
Ask Size: 15,000		 Mondelez Internation... 80.00 USD 2024-09-20 Call
 

Master data

WKN: ME2BVF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-20
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 175.88
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -12.95
Time value: 0.35
Break-even: 74.85
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 1.07
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.10
Theta: -0.01
Omega: 16.96
Rho: 0.02
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -47.37%
3 Months
  -68.42%
YTD
  -75.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.340
1M High / 1M Low: 0.580 0.310
6M High / 6M Low: 2.060 0.310
High (YTD): 2024-02-02 2.060
Low (YTD): 2024-05-28 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.403
Avg. volume 1M:   0.000
Avg. price 6M:   0.943
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.61%
Volatility 6M:   137.76%
Volatility 1Y:   -
Volatility 3Y:   -