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Morgan Stanley Call 85 SYY 19.09..../  DE000ME3L3W3  /

Stuttgart
11/15/2024  8:27:44 PM Chg.-0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% -
Bid Size: -		 -
Ask Size: -		 Sysco Corp 85.00 USD 9/19/2025 Call
 

Master data

WKN: ME3L3W
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sysco Corp
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 9/19/2025
Issue date: 11/14/2023
Last trading day: 9/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.37
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.95
Time value: 0.27
Break-even: 83.42
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.33
Theta: -0.01
Omega: 8.80
Rho: 0.18
 

Quote data

Open: 0.230
High: 0.260
Low: 0.230
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -18.75%
3 Months
  -35.00%
YTD
  -40.91%
1 Year
  -44.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: 0.360 0.240
6M High / 6M Low: 0.510 0.206
High (YTD): 2/2/2024 0.840
Low (YTD): 7/8/2024 0.206
52W High: 2/2/2024 0.840
52W Low: 7/8/2024 0.206
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.291
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   0.000
Avg. price 1Y:   0.464
Avg. volume 1Y:   0.000
Volatility 1M:   128.04%
Volatility 6M:   142.66%
Volatility 1Y:   123.31%
Volatility 3Y:   -