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Morgan Stanley Call 90 MDLZ 19.09.../  DE000ME3FH96  /

Stuttgart
2024-05-23  6:37:59 PM Chg.-0.006 Bid7:07:02 PM Ask7:07:02 PM Underlying Strike price Expiration date Option type
0.159EUR -3.64% 0.153
Bid Size: 125,000		 0.156
Ask Size: 125,000		 Mondelez Internation... 90.00 USD 2025-09-19 Call
 

Master data

WKN: ME3FH9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 38.16
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -1.83
Time value: 0.17
Break-even: 84.84
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.22
Spread abs.: 0.00
Spread %: 1.80%
Delta: 0.22
Theta: -0.01
Omega: 8.52
Rho: 0.17
 

Quote data

Open: 0.163
High: 0.163
Low: 0.159
Previous Close: 0.165
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.87%
1 Month
  -18.46%
3 Months
  -45.17%
YTD
  -45.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.189 0.165
1M High / 1M Low: 0.241 0.165
6M High / 6M Low: 0.380 0.144
High (YTD): 2024-02-02 0.380
Low (YTD): 2024-04-11 0.144
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.95%
Volatility 6M:   95.11%
Volatility 1Y:   -
Volatility 3Y:   -