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Morgan Stanley Call 85 SYY 20.12..../  DE000MB37NC9  /

Stuttgart
2024-06-28  9:23:37 PM Chg.-0.011 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.055EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 SYSCO CORP. ... 85.00 - 2024-12-20 Call
 

Master data

WKN: MB37NC
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 102.51
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -1.84
Time value: 0.07
Break-even: 85.65
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 18.18%
Delta: 0.12
Theta: -0.01
Omega: 12.27
Rho: 0.03
 

Quote data

Open: 0.062
High: 0.062
Low: 0.055
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.52%
1 Month
  -27.63%
3 Months
  -86.90%
YTD
  -74.18%
1 Year
  -89.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.055
1M High / 1M Low: 0.096 0.055
6M High / 6M Low: 0.530 0.055
High (YTD): 2024-02-01 0.530
Low (YTD): 2024-06-28 0.055
52W High: 2023-07-31 0.600
52W Low: 2024-06-28 0.055
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   0.288
Avg. volume 1Y:   0.000
Volatility 1M:   240.20%
Volatility 6M:   177.49%
Volatility 1Y:   144.09%
Volatility 3Y:   -