Morgan Stanley Call 70 MDLZ 20.12.2024
/ DE000ME54E84
Morgan Stanley Call 70 MDLZ 20.12.../ DE000ME54E84 /
| 2024-05-06 6:31:01 PM |
Chg.-0.11 |
Bid2024-05-06 |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
-4.25% |
2.48
Bid Size: 12,500 |
2.49
Ask Size: 12,500 |
Mondelez Internation... |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME54E8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
24.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.16 |
| Parity: |
-0.10 |
| Time value: |
2.60 |
| Break-even: |
67.67 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
16.01 |
| Rho: |
0.24 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.48 |
| Previous Close: |
2.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.65% |
| 1 Month |
|
|
+6.44% |
| 3 Months |
|
|
-28.12% |
| YTD |
|
|
-11.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.59 |
| 1M High / 1M Low: |
3.03 |
1.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-02 |
3.63 |
| Low (YTD): |
2024-04-15 |
1.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
