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

Stuttgart
18/10/2024  17:51:33 Chg.-0.004 Bid22:00:04 Ask22:00:04 Underlying Strike price Expiration date Option type
0.032EUR -11.11% -
Bid Size: -
-
Ask Size: -
SYSCO CORP. ... 85.00 - 20/12/2024 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: 20/12/2024
Issue date: 03/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 169.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -1.55
Time value: 0.04
Break-even: 85.41
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 2.36
Spread abs.: 0.01
Spread %: 32.26%
Delta: 0.09
Theta: -0.01
Omega: 16.00
Rho: 0.01
 

Quote data

Open: 0.031
High: 0.032
Low: 0.031
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.57%
1 Month
  -25.58%
3 Months
  -64.84%
YTD
  -84.98%
1 Year
  -83.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.032
1M High / 1M Low: 0.093 0.030
6M High / 6M Low: 0.300 0.030
High (YTD): 01/02/2024 0.530
Low (YTD): 10/10/2024 0.030
52W High: 01/02/2024 0.530
52W Low: 10/10/2024 0.030
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.101
Avg. volume 6M:   0.000
Avg. price 1Y:   0.199
Avg. volume 1Y:   0.000
Volatility 1M:   277.95%
Volatility 6M:   251.41%
Volatility 1Y:   202.94%
Volatility 3Y:   -