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Morgan Stanley Put 60 MDLZ 19.12..../  DE000ME2CWG2  /

Stuttgart
2024-06-19  12:58:59 PM Chg.+0.010 Bid4:50:37 PM Ask4:50:37 PM Underlying Strike price Expiration date Option type
0.410EUR +2.50% 0.420
Bid Size: 7,500		 0.430
Ask Size: 7,500		 Mondelez Internation... 60.00 USD 2025-12-19 Put
 

Master data

WKN: ME2CWG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2025-12-19
Issue date: 2023-10-20
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.03
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -0.57
Time value: 0.41
Break-even: 51.77
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.50%
Delta: -0.27
Theta: 0.00
Omega: -4.03
Rho: -0.31
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.81%
1 Month  
+41.38%
3 Months  
+13.89%
YTD  
+7.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.370
1M High / 1M Low: 0.400 0.310
6M High / 6M Low: 0.450 0.270
High (YTD): 2024-04-16 0.440
Low (YTD): 2024-02-02 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.356
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.99%
Volatility 6M:   66.42%
Volatility 1Y:   -
Volatility 3Y:   -