Morgan Stanley Call 70 SYY 19.12..../  DE000MG4VA30  /

Stuttgart
8/1/2024  6:50:15 PM Chg.-0.07 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.20EUR -5.51% -
Bid Size: -
-
Ask Size: -
Sysco Corp 70.00 USD 12/19/2025 Call
 

Master data

WKN: MG4VA3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sysco Corp
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 12/19/2025
Issue date: 5/28/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.58
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.61
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.61
Time value: 0.66
Break-even: 77.37
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.79%
Delta: 0.74
Theta: -0.01
Omega: 4.15
Rho: 0.55
 

Quote data

Open: 1.25
High: 1.25
Low: 1.20
Previous Close: 1.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.45%
1 Month  
+39.53%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.27 0.98
1M High / 1M Low: 1.27 0.79
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.12
Avg. volume 1W:   0.00
Avg. price 1M:   0.97
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -