Morgan Stanley Call 100 SYY 16.01.2026
/ DE000MB9NWG7
Morgan Stanley Call 100 SYY 16.01.../ DE000MB9NWG7 /
06/09/2024 20:59:42 |
Chg.+0.010 |
Bid22:05:05 |
Ask22:05:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+3.85% |
- Bid Size: - |
- Ask Size: - |
Sysco Corp |
100.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
MB9NWG |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Sysco Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
10/08/2023 |
Last trading day: |
16/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-1.93 |
Time value: |
0.27 |
Break-even: |
92.91 |
Moneyness: |
0.79 |
Premium: |
0.31 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
0.27 |
Theta: |
-0.01 |
Omega: |
7.11 |
Rho: |
0.22 |
Quote data
Open: |
0.240 |
High: |
0.270 |
Low: |
0.240 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.41% |
1 Month |
|
|
+13.45% |
3 Months |
|
|
+56.07% |
YTD |
|
|
+22.73% |
1 Year |
|
|
-30.77% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.230 |
1M High / 1M Low: |
0.270 |
0.210 |
6M High / 6M Low: |
0.410 |
0.125 |
High (YTD): |
22/03/2024 |
0.410 |
Low (YTD): |
04/07/2024 |
0.125 |
52W High: |
15/09/2023 |
0.420 |
52W Low: |
04/07/2024 |
0.125 |
Avg. price 1W: |
|
0.254 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.237 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.266 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
56.90% |
Volatility 6M: |
|
96.84% |
Volatility 1Y: |
|
96.01% |
Volatility 3Y: |
|
- |