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Morgan Stanley Call 80 SYY 17.01..../  DE000MB37N62  /

Stuttgart
02/08/2024  17:31:19 Chg.+0.010 Bid19:12:54 Ask19:12:54 Underlying Strike price Expiration date Option type
0.290EUR +3.57% 0.310
Bid Size: 125,000		 0.320
Ask Size: 125,000		 SYSCO CORP. ... 80.00 - 17/01/2025 Call
 

Master data

WKN: MB37N6
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 17/01/2025
Issue date: 03/02/2023
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.24
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -0.97
Time value: 0.29
Break-even: 82.90
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.33
Theta: -0.02
Omega: 8.06
Rho: 0.09
 

Quote data

Open: 0.260
High: 0.290
Low: 0.260
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.08%
1 Month  
+154.39%
3 Months
  -9.38%
YTD
  -21.62%
1 Year
  -63.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.187
1M High / 1M Low: 0.310 0.099
6M High / 6M Low: 0.790 0.099
High (YTD): 01/02/2024 0.820
Low (YTD): 08/07/2024 0.099
52W High: 01/02/2024 0.820
52W Low: 08/07/2024 0.099
Avg. price 1W:   0.257
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.400
Avg. volume 6M:   0.000
Avg. price 1Y:   0.415
Avg. volume 1Y:   0.000
Volatility 1M:   308.16%
Volatility 6M:   188.88%
Volatility 1Y:   156.33%
Volatility 3Y:   -