Morgan Stanley Call 75 SYY 20.09..../  DE000MB37VS8  /

Stuttgart
8/2/2024  9:11:30 PM Chg.+0.050 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.350EUR +16.67% -
Bid Size: -
-
Ask Size: -
SYSCO CORP. ... 75.00 - 9/20/2024 Call
 

Master data

WKN: MB37VS
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 9/20/2024
Issue date: 2/3/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.50
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.17
Parity: -0.47
Time value: 0.38
Break-even: 78.80
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 1.38
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.42
Theta: -0.06
Omega: 7.76
Rho: 0.03
 

Quote data

Open: 0.270
High: 0.350
Low: 0.270
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+91.26%
1 Month  
+326.83%
3 Months
  -5.41%
YTD
  -20.45%
1 Year
  -57.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.208
1M High / 1M Low: 0.350 0.076
6M High / 6M Low: 0.900 0.076
High (YTD): 2/1/2024 1.000
Low (YTD): 7/4/2024 0.076
52W High: 2/1/2024 1.000
52W Low: 7/4/2024 0.076
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   118.110
Avg. price 1Y:   0.480
Avg. volume 1Y:   58.594
Volatility 1M:   438.46%
Volatility 6M:   263.09%
Volatility 1Y:   215.61%
Volatility 3Y:   -