Morgan Stanley Call 80 SYY 20.09.2024
/ DE000ME4G9S4
Morgan Stanley Call 80 SYY 20.09..../ DE000ME4G9S4 /
| 2024-08-02 9:30:22 AM |
Chg.-0.005 |
Bid12:48:57 PM |
Ask12:48:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
-5.95% |
0.074
Bid Size: 15,000 |
0.102
Ask Size: 12,500 |
Sysco Corp |
80.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4G9S |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.39 |
| Time value: |
0.10 |
| Break-even: |
75.12 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
11.76% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
20.97 |
| Rho: |
0.03 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.67% |
| 1 Month |
|
|
+132.35% |
| 3 Months |
|
|
-48.70% |
| YTD |
|
|
-68.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.115 |
0.060 |
| 1M High / 1M Low: |
0.115 |
0.025 |
| 6M High / 6M Low: |
0.660 |
0.025 |
| High (YTD): |
2024-02-01 |
0.670 |
| Low (YTD): |
2024-07-04 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
415.32% |
| Volatility 6M: |
|
268.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
