OverviewChartNewsTraderScreen

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

Stuttgart
01/08/2024  21:11:30 Chg.-0.030 Bid22:00:15 Ask22:00:15 Underlying Strike price Expiration date Option type
0.510EUR -5.56% -
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: 12.65
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.17
Parity: -0.42
Time value: 0.56
Break-even: 80.60
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.48
Theta: -0.02
Omega: 6.09
Rho: 0.13
 

Quote data

Open: 0.530
High: 0.530
Low: 0.500
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month  
+141.71%
3 Months
  -12.07%
YTD
  -10.53%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.330
1M High / 1M Low: 0.550 0.206
6M High / 6M Low: 1.120 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:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   0.633
Avg. volume 6M:   0.000
Avg. price 1Y:   0.623
Avg. volume 1Y:   0.000
Volatility 1M:   270.03%
Volatility 6M:   164.88%
Volatility 1Y:   147.15%
Volatility 3Y:   -