Morgan Stanley Call 110 SYY 16.01.2026
/ DE000ME57996
Morgan Stanley Call 110 SYY 16.01.../ DE000ME57996 /
| 31/07/2024 20:53:00 |
Chg.0.000 |
Bid21:23:53 |
Ask21:23:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.145EUR |
0.00% |
0.143
Bid Size: 50,000 |
0.153
Ask Size: 50,000 |
Sysco Corp |
110.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
ME5799 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
13/12/2023 |
| Last trading day: |
16/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-3.10 |
| Time value: |
0.16 |
| Break-even: |
103.25 |
| Moneyness: |
0.69 |
| Premium: |
0.46 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
6.90% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
7.58 |
| Rho: |
0.15 |
Quote data
| Open: |
0.140 |
| High: |
0.145 |
| Low: |
0.140 |
| Previous Close: |
0.145 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
+42.16% |
| 3 Months |
|
|
-11.59% |
| YTD |
|
|
+2.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.145 |
0.120 |
| 1M High / 1M Low: |
0.145 |
0.090 |
| 6M High / 6M Low: |
0.250 |
0.090 |
| High (YTD): |
22/03/2024 |
0.250 |
| Low (YTD): |
04/07/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.51% |
| Volatility 6M: |
|
77.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
