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Morgan Stanley Call 87.5 MDLZ 19..../  DE000ME3FH88  /

Stuttgart
2024-05-27  3:09:58 PM Chg.-0.009 Bid3:47:45 PM Ask3:47:45 PM Underlying Strike price Expiration date Option type
0.145EUR -5.84% 0.147
Bid Size: 5,000		 0.153
Ask Size: 5,000		 Mondelez Internation... 87.50 USD 2025-09-19 Call
 

Master data

WKN: ME3FH8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 87.50 USD
Maturity: 2025-09-19
Issue date: 2023-11-10
Last trading day: 2025-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.36
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.77
Time value: 0.16
Break-even: 82.23
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.23
Spread abs.: 0.00
Spread %: 1.30%
Delta: 0.22
Theta: -0.01
Omega: 8.76
Rho: 0.16
 

Quote data

Open: 0.145
High: 0.145
Low: 0.145
Previous Close: 0.154
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.22%
1 Month
  -41.06%
3 Months
  -54.69%
YTD
  -57.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.204 0.154
1M High / 1M Low: 0.290 0.154
6M High / 6M Low: 0.450 0.154
High (YTD): 2024-02-02 0.450
Low (YTD): 2024-05-24 0.154
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.296
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.54%
Volatility 6M:   102.36%
Volatility 1Y:   -
Volatility 3Y:   -