Morgan Stanley Put 60 MDLZ 19.09.2025
/ DE000ME3JJ25
Morgan Stanley Put 60 MDLZ 19.09..../ DE000ME3JJ25 /
19/06/2024 14:01:39 |
Chg.0.000 |
Bid19/06/2024 |
Ask19/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
0.00% |
0.340 Bid Size: 10,000 |
0.360 Ask Size: 10,000 |
Mondelez Internation... |
60.00 USD |
19/09/2025 |
Put |
Master data
WKN: |
ME3JJ2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
19/09/2025 |
Issue date: |
13/11/2023 |
Last trading day: |
19/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
-0.57 |
Time value: |
0.35 |
Break-even: |
52.37 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
-0.27 |
Theta: |
0.00 |
Omega: |
-4.67 |
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 |
|
|
+3.03% |
1 Month |
|
|
+39.34% |
3 Months |
|
|
+13.33% |
YTD |
|
|
+3.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.330 |
1M High / 1M Low: |
0.340 |
0.250 |
6M High / 6M Low: |
0.400 |
0.223 |
High (YTD): |
15/04/2024 |
0.400 |
Low (YTD): |
02/02/2024 |
0.223 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.334 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.301 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.296 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.05% |
Volatility 6M: |
|
75.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |