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Morgan Stanley Call 80 SYY 16.01..../  DE000MB9LP49  /

Stuttgart
2024-10-11  9:05:18 PM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.550EUR +3.77% -
Bid Size: -		 -
Ask Size: -		 Sysco Corp 80.00 USD 2026-01-16 Call
 

Master data

WKN: MB9LP4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sysco Corp
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2026-01-16
Issue date: 2023-08-08
Last trading day: 2026-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.15
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.51
Time value: 0.56
Break-even: 78.76
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.50
Theta: -0.01
Omega: 6.03
Rho: 0.36
 

Quote data

Open: 0.510
High: 0.550
Low: 0.510
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.84%
1 Month
  -17.91%
3 Months  
+1.85%
YTD
  -21.43%
1 Year  
+3.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.530
1M High / 1M Low: 0.730 0.520
6M High / 6M Low: 0.960 0.430
High (YTD): 2024-02-02 1.180
Low (YTD): 2024-07-09 0.430
52W High: 2024-02-02 1.180
52W Low: 2024-07-09 0.430
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.627
Avg. volume 1M:   0.000
Avg. price 6M:   0.673
Avg. volume 6M:   0.000
Avg. price 1Y:   0.765
Avg. volume 1Y:   0.000
Volatility 1M:   123.66%
Volatility 6M:   110.82%
Volatility 1Y:   97.33%
Volatility 3Y:   -