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Morgan Stanley Call 82.5 SYY 17.0.../  DE000MB37NA3  /

Stuttgart
9/6/2024  9:07:50 PM Chg.+0.009 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.240EUR +3.90% -
Bid Size: -		 -
Ask Size: -		 SYSCO CORP. ... 82.50 - 1/17/2025 Call
 

Master data

WKN: MB37NA
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 82.50 -
Maturity: 1/17/2025
Issue date: 2/3/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.78
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -1.16
Time value: 0.24
Break-even: 84.88
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 4.39%
Delta: 0.29
Theta: -0.02
Omega: 8.54
Rho: 0.06
 

Quote data

Open: 0.215
High: 0.240
Low: 0.215
Previous Close: 0.231
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.43%
1 Month  
+29.03%
3 Months  
+77.78%
YTD
  -17.24%
1 Year
  -36.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.184
1M High / 1M Low: 0.240 0.156
6M High / 6M Low: 0.590 0.071
High (YTD): 2/1/2024 0.680
Low (YTD): 7/8/2024 0.071
52W High: 2/1/2024 0.680
52W Low: 7/8/2024 0.071
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.304
Avg. volume 1Y:   0.000
Volatility 1M:   117.05%
Volatility 6M:   201.77%
Volatility 1Y:   167.99%
Volatility 3Y:   -