Morgan Stanley Call 67.5 MDLZ 21.03.2025
/ DE000ME9SLE1
Morgan Stanley Call 67.5 MDLZ 21..../ DE000ME9SLE1 /
2024-06-07 4:22:28 PM |
Chg.-0.020 |
Bid8:12:14 PM |
Ask8:12:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-3.33% |
0.560 Bid Size: 125,000 |
0.570 Ask Size: 125,000 |
Mondelez Internation... |
67.50 USD |
2025-03-21 |
Call |
Master data
WKN: |
ME9SLE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.50 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-07 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
0.06 |
Time value: |
0.52 |
Break-even: |
67.77 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
0.62 |
Theta: |
-0.01 |
Omega: |
6.69 |
Rho: |
0.26 |
Quote data
Open: |
0.560 |
High: |
0.580 |
Low: |
0.560 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.45% |
1 Month |
|
|
-22.67% |
3 Months |
|
|
-33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.540 |
1M High / 1M Low: |
0.820 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.562 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.669 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |