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

Stuttgart
6/28/2024  9:23:36 PM Chg.-0.019 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.091EUR -17.27% -
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: 55.93
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -1.48
Time value: 0.12
Break-even: 83.71
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 9.01%
Delta: 0.19
Theta: -0.01
Omega: 10.70
Rho: 0.07
 

Quote data

Open: 0.105
High: 0.105
Low: 0.091
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.59%
1 Month
  -35.00%
3 Months
  -83.75%
YTD
  -68.62%
1 Year
  -85.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.157 0.106
1M High / 1M Low: 0.157 0.089
6M High / 6M Low: 0.680 0.089
High (YTD): 2/1/2024 0.680
Low (YTD): 6/13/2024 0.089
52W High: 7/31/2023 0.720
52W Low: 6/13/2024 0.089
Avg. price 1W:   0.133
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.368
Avg. volume 6M:   0.000
Avg. price 1Y:   0.383
Avg. volume 1Y:   0.000
Volatility 1M:   226.24%
Volatility 6M:   164.20%
Volatility 1Y:   134.28%
Volatility 3Y:   -