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Morgan Stanley Call 87.5 SYY 21.0.../  DE000MB57FA7  /

Stuttgart
7/9/2024  6:47:32 PM Chg.+0.005 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.058EUR +9.43% -
Bid Size: -		 -
Ask Size: -		 SYSCO CORP. ... 87.50 - 3/21/2025 Call
 

Master data

WKN: MB57FA
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 3/21/2025
Issue date: 4/3/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 97.45
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -2.32
Time value: 0.07
Break-even: 88.16
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 17.86%
Delta: 0.11
Theta: -0.01
Omega: 10.68
Rho: 0.04
 

Quote data

Open: 0.051
High: 0.058
Low: 0.051
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month
  -41.41%
3 Months
  -80.00%
YTD
  -74.78%
1 Year
  -89.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.053
1M High / 1M Low: 0.118 0.053
6M High / 6M Low: 0.520 0.053
High (YTD): 2/2/2024 0.520
Low (YTD): 7/8/2024 0.053
52W High: 8/2/2023 0.610
52W Low: 7/8/2024 0.053
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   0.000
Avg. price 1Y:   0.298
Avg. volume 1Y:   0.000
Volatility 1M:   225.20%
Volatility 6M:   159.10%
Volatility 1Y:   132.19%
Volatility 3Y:   -