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Morgan Stanley Call 85 SYY 17.01..../  DE000MB37NE5  /

Stuttgart
09/09/2024  17:15:05 Chg.-0.010 Bid19:27:04 Ask19:27:04 Underlying Strike price Expiration date Option type
0.155EUR -6.06% 0.150
Bid Size: 50,000		 0.160
Ask Size: 50,000		 SYSCO CORP. ... 85.00 - 17/01/2025 Call
 

Master data

WKN: MB37NE
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 17/01/2025
Issue date: 03/02/2023
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.44
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.17
Parity: -1.41
Time value: 0.17
Break-even: 86.67
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 6.37%
Delta: 0.23
Theta: -0.02
Omega: 9.58
Rho: 0.05
 

Quote data

Open: 0.160
High: 0.160
Low: 0.155
Previous Close: 0.165
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.17%
1 Month  
+15.67%
3 Months  
+56.57%
YTD
  -29.55%
1 Year
  -51.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.165 0.120
1M High / 1M Low: 0.165 0.106
6M High / 6M Low: 0.480 0.053
High (YTD): 01/02/2024 0.550
Low (YTD): 09/07/2024 0.053
52W High: 01/02/2024 0.550
52W Low: 09/07/2024 0.053
Avg. price 1W:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   0.238
Avg. volume 1Y:   0.000
Volatility 1M:   122.38%
Volatility 6M:   195.86%
Volatility 1Y:   166.19%
Volatility 3Y:   -