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Morgan Stanley Call 75 SYY 17.01..../  DE000MB37N39  /

Stuttgart
06/09/2024  21:07:50 Chg.0.000 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.620EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SYSCO CORP. ... 75.00 - 17/01/2025 Call
 

Master data

WKN: MB37N3
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 17/01/2025
Issue date: 03/02/2023
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.62
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.17
Parity: -0.41
Time value: 0.61
Break-even: 81.10
Moneyness: 0.95
Premium: 0.14
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.49
Theta: -0.03
Omega: 5.65
Rho: 0.10
 

Quote data

Open: 0.590
High: 0.620
Low: 0.590
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+14.81%
3 Months  
+72.22%
YTD  
+8.77%
1 Year
  -1.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.540
1M High / 1M Low: 0.620 0.440
6M High / 6M Low: 1.030 0.206
High (YTD): 01/02/2024 1.120
Low (YTD): 08/07/2024 0.206
52W High: 01/02/2024 1.120
52W Low: 08/07/2024 0.206
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   0.542
Avg. volume 6M:   0.000
Avg. price 1Y:   0.597
Avg. volume 1Y:   0.000
Volatility 1M:   87.41%
Volatility 6M:   169.94%
Volatility 1Y:   149.11%
Volatility 3Y:   -