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Morgan Stanley Call 92.5 MDLZ 19..../  DE000ME44WZ1  /

Stuttgart
2024-06-25  12:01:44 PM Chg.-0.005 Bid5:09:31 PM Ask5:09:31 PM Underlying Strike price Expiration date Option type
0.132EUR -3.65% 0.140
Bid Size: 125,000		 0.143
Ask Size: 125,000		 Mondelez Internation... 92.50 USD 2025-09-19 Call
 

Master data

WKN: ME44WZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 92.50 USD
Maturity: 2025-09-19
Issue date: 2023-11-24
Last trading day: 2025-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.54
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -2.24
Time value: 0.14
Break-even: 87.59
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.29
Spread abs.: 0.00
Spread %: 1.45%
Delta: 0.18
Theta: -0.01
Omega: 8.27
Rho: 0.13
 

Quote data

Open: 0.132
High: 0.132
Low: 0.132
Previous Close: 0.137
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month  
+14.78%
3 Months
  -40.54%
YTD
  -49.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.137 0.116
1M High / 1M Low: 0.137 0.097
6M High / 6M Low: 0.320 0.097
High (YTD): 2024-01-30 0.320
Low (YTD): 2024-05-29 0.097
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.194
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.72%
Volatility 6M:   89.65%
Volatility 1Y:   -
Volatility 3Y:   -