Morgan Stanley Call 70 SYY 20.12.2024
/ DE000MG56D65
Morgan Stanley Call 70 SYY 20.12..../ DE000MG56D65 /
| 8/2/2024 10:44:58 AM |
Chg.-0.020 |
Bid12:13:05 PM |
Ask12:13:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-2.50% |
0.780
Bid Size: 5,000 |
0.810
Ask Size: 3,750 |
Sysco Corp |
70.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
MG56D6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.54 |
| Time value: |
0.27 |
| Break-even: |
73.00 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
6.50 |
| Rho: |
0.17 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.87% |
| 1 Month |
|
|
+81.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.610 |
| 1M High / 1M Low: |
0.860 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.578 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
