OverviewChartNewsTraderScreen

Morgan Stanley Call 80 MDLZ 20.09.../  DE000ME2BVF8  /

Stuttgart
2024-06-07  1:34:30 PM Chg.-0.050 Bid6:06:10 PM Ask6:06:10 PM Underlying Strike price Expiration date Option type
0.360EUR -12.20% 0.390
Bid Size: 12,500		 0.400
Ask Size: 12,500		 Mondelez Internation... 80.00 USD 2024-09-20 Call
 

Master data

WKN: ME2BVF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-20
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 156.52
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -10.84
Time value: 0.40
Break-even: 73.85
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.12
Theta: -0.01
Omega: 18.12
Rho: 0.02
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month
  -30.77%
3 Months
  -67.86%
YTD
  -70.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.340
1M High / 1M Low: 0.600 0.310
6M High / 6M Low: 2.060 0.310
High (YTD): 2024-02-02 2.060
Low (YTD): 2024-05-28 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.978
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.54%
Volatility 6M:   138.79%
Volatility 1Y:   -
Volatility 3Y:   -