Morgan Stanley Call 75 MDLZ 20.09.2024
/ DE000ME1UPY3
Morgan Stanley Call 75 MDLZ 20.09.../ DE000ME1UPY3 /
| 2024-05-21 8:41:27 AM |
Chg.-0.04 |
Bid9:48:53 AM |
Ask9:48:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-3.85% |
1.00
Bid Size: 300 |
1.07
Ask Size: 300 |
Mondelez Internation... |
75.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1UPY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
61.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.16 |
| Parity: |
-4.36 |
| Time value: |
1.05 |
| Break-even: |
70.11 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
18.29 |
| Rho: |
0.06 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.56% |
| 1 Month |
|
|
+6.38% |
| 3 Months |
|
|
-55.75% |
| YTD |
|
|
-49.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.04 |
| 1M High / 1M Low: |
1.76 |
1.04 |
| 6M High / 6M Low: |
3.01 |
0.72 |
| High (YTD): |
2024-02-02 |
3.01 |
| Low (YTD): |
2024-04-15 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.03% |
| Volatility 6M: |
|
125.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
