Morgan Stanley Call 75 SYY 19.12..../  DE000ME4G9R6  /

Stuttgart
9/9/2024  8:45:03 PM Chg.-0.01 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.05EUR -0.94% -
Bid Size: -
-
Ask Size: -
Sysco Corp 75.00 USD 12/19/2025 Call
 

Master data

WKN: ME4G9R
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sysco Corp
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 12/19/2025
Issue date: 12/1/2023
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.69
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.32
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.32
Time value: 0.74
Break-even: 78.25
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.95%
Delta: 0.68
Theta: -0.01
Omega: 4.58
Rho: 0.48
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.96%
1 Month  
+14.13%
3 Months  
+40.00%
YTD  
+17.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.07 1.03
1M High / 1M Low: 1.07 0.85
6M High / 6M Low: 1.41 0.57
High (YTD): 2/2/2024 1.44
Low (YTD): 7/9/2024 0.57
52W High: - -
52W Low: - -
Avg. price 1W:   1.05
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   0.95
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.55%
Volatility 6M:   92.40%
Volatility 1Y:   -
Volatility 3Y:   -