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

Stuttgart
14/11/2024  18:08:45 Chg.-0.007 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.040EUR -14.89% -
Bid Size: -		 -
Ask Size: -		 SYSCO CORP. ... 82.50 - 17/01/2025 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: 17/01/2025
Issue date: 03/02/2023
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 120.92
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.99
Time value: 0.06
Break-even: 83.10
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.17
Spread abs.: 0.01
Spread %: 20.00%
Delta: 0.15
Theta: -0.02
Omega: 18.07
Rho: 0.02
 

Quote data

Open: 0.046
High: 0.046
Low: 0.040
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.39%
1 Month
  -55.06%
3 Months
  -76.19%
YTD
  -86.21%
1 Year
  -84.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.047
1M High / 1M Low: 0.095 0.046
6M High / 6M Low: 0.270 0.046
High (YTD): 01/02/2024 0.680
Low (YTD): 30/10/2024 0.046
52W High: 01/02/2024 0.680
52W Low: 30/10/2024 0.046
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   289.42%
Volatility 6M:   255.84%
Volatility 1Y:   205.91%
Volatility 3Y:   -