Morgan Stanley Call 75 SYY 19.12.2025
/ DE000ME4G9R6
Morgan Stanley Call 75 SYY 19.12..../ DE000ME4G9R6 /
| 05/08/2024 21:01:34 |
Chg.-0.100 |
Bid21:23:15 |
Ask21:23:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-10.31% |
0.850
Bid Size: 70,000 |
0.870
Ask Size: 70,000 |
Sysco Corp |
75.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
ME4G9R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.16 |
| Time value: |
0.85 |
| Break-even: |
78.84 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.56 |
| Rho: |
0.49 |
Quote data
| Open: |
0.910 |
| High: |
0.970 |
| Low: |
0.870 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.75% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-13.86% |
| YTD |
|
|
-2.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.800 |
| 1M High / 1M Low: |
0.980 |
0.570 |
| 6M High / 6M Low: |
1.410 |
0.570 |
| High (YTD): |
02/02/2024 |
1.440 |
| Low (YTD): |
09/07/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.012 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.05% |
| Volatility 6M: |
|
88.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
