Morgan Stanley Call 85 SYY 18.12.2026
/ DE000MJ3ZMY0
Morgan Stanley Call 85 SYY 18.12..../ DE000MJ3ZMY0 /
| 15/01/2025 13:27:54 |
Chg.+0.010 |
Bid17:34:41 |
Ask17:34:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+1.41% |
0.730
Bid Size: 25,000 |
0.750
Ask Size: 25,000 |
Sysco Corp |
85.00 USD |
18/12/2026 |
Call |
Master data
| WKN: |
MJ3ZMY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
18/12/2026 |
| Issue date: |
30/10/2024 |
| Last trading day: |
18/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-1.07 |
| Time value: |
0.74 |
| Break-even: |
89.87 |
| Moneyness: |
0.87 |
| Premium: |
0.25 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
4.57 |
| Rho: |
0.51 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-28.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.710 |
| 1M High / 1M Low: |
1.010 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
0.790 |
| Low (YTD): |
14/01/2025 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.812 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
