Morgan Stanley Call 70 SYY 20.06.2025
/ DE000MG4VA48
Morgan Stanley Call 70 SYY 20.06..../ DE000MG4VA48 /
| 14/11/2024 08:07:03 |
Chg.-0.010 |
Bid13:12:01 |
Ask13:12:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-1.06% |
0.950
Bid Size: 3,750 |
0.980
Ask Size: 3,750 |
Sysco Corp |
70.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
MG4VA4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
28/05/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.63 |
| Time value: |
0.33 |
| Break-even: |
75.85 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
5.71 |
| Rho: |
0.27 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
+2.20% |
| 3 Months |
|
|
-5.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.940 |
| 1M High / 1M Low: |
1.050 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
