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Morgan Stanley Call 87.5 MDLZ 19..../  DE000ME4G6S0  /

Stuttgart
2024-06-25  4:04:53 PM Chg.+0.003 Bid7:17:33 PM Ask7:17:33 PM Underlying Strike price Expiration date Option type
0.250EUR +1.21% 0.243
Bid Size: 125,000		 0.246
Ask Size: 125,000		 Mondelez Internation... 87.50 USD 2025-12-19 Call
 

Master data

WKN: ME4G6S
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 87.50 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: 24.52
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -1.78
Time value: 0.26
Break-even: 84.13
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.28
Theta: -0.01
Omega: 6.86
Rho: 0.23
 

Quote data

Open: 0.240
High: 0.250
Low: 0.240
Previous Close: 0.247
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.36%
1 Month  
+12.61%
3 Months
  -35.90%
YTD
  -37.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.247 0.206
1M High / 1M Low: 0.247 0.186
6M High / 6M Low: 0.530 0.186
High (YTD): 2024-02-02 0.530
Low (YTD): 2024-06-14 0.186
52W High: - -
52W Low: - -
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.27%
Volatility 6M:   98.07%
Volatility 1Y:   -
Volatility 3Y:   -