Morgan Stanley Call 110 SYY 20.12.../  DE000MB37NZ0  /

Stuttgart
7/9/2024  9:16:03 PM Chg.-0.001 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.020EUR -4.76% -
Bid Size: -
-
Ask Size: -
SYSCO CORP. ... 110.00 - 12/20/2024 Call
 

Master data

WKN: MB37NZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 160.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.16
Parity: -4.57
Time value: 0.04
Break-even: 110.40
Moneyness: 0.58
Premium: 0.72
Premium p.a.: 2.33
Spread abs.: 0.02
Spread %: 90.48%
Delta: 0.05
Theta: -0.01
Omega: 8.82
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.021
Low: 0.016
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -13.04%
3 Months
  -39.39%
YTD
  -16.67%
1 Year
  -85.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.018
1M High / 1M Low: 0.023 0.015
6M High / 6M Low: 0.044 0.015
High (YTD): 3/22/2024 0.044
Low (YTD): 6/19/2024 0.015
52W High: 7/28/2023 0.141
52W Low: 6/19/2024 0.015
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   0.000
Avg. price 1Y:   0.050
Avg. volume 1Y:   0.000
Volatility 1M:   224.71%
Volatility 6M:   150.79%
Volatility 1Y:   129.03%
Volatility 3Y:   -