Morgan Stanley Call 120 SYY 20.09.../  DE000MB37P29  /

Stuttgart
01/08/2024  17:27:38 Chg.+0.001 Bid01/08/2024 Ask01/08/2024 Underlying Strike price Expiration date Option type
0.015EUR +7.14% 0.015
Bid Size: 80,000
0.040
Ask Size: 50,000
SYSCO CORP. ... 120.00 - 20/09/2024 Call
 

Master data

WKN: MB37P2
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 20/09/2024
Issue date: 03/02/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 177.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.17
Parity: -4.92
Time value: 0.04
Break-even: 120.40
Moneyness: 0.59
Premium: 0.70
Premium p.a.: 47.15
Spread abs.: 0.03
Spread %: 185.71%
Delta: 0.05
Theta: -0.02
Omega: 9.04
Rho: 0.00
 

Quote data

Open: 0.012
High: 0.015
Low: 0.012
Previous Close: 0.014
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+15.38%
3 Months
  -21.05%
YTD     0.00%
1 Year
  -76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.014
1M High / 1M Low: 0.016 0.008
6M High / 6M Low: 0.023 0.007
High (YTD): 26/03/2024 0.023
Low (YTD): 19/06/2024 0.007
52W High: 01/08/2023 0.065
52W Low: 19/06/2024 0.007
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.017
Avg. volume 6M:   0.000
Avg. price 1Y:   0.026
Avg. volume 1Y:   0.000
Volatility 1M:   327.08%
Volatility 6M:   270.93%
Volatility 1Y:   214.33%
Volatility 3Y:   -