Morgan Stanley Call 90 SYY 16.01.2026
/ DE000ME2CSB1
Morgan Stanley Call 90 SYY 16.01..../ DE000ME2CSB1 /
| 17/09/2024 18:19:37 |
Chg.- |
Bid08:00:20 |
Ask08:00:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
- |
0.370
Bid Size: 10,000 |
0.400
Ask Size: 7,500 |
Sysco Corp |
90.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
ME2CSB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
20/10/2023 |
| Last trading day: |
16/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-1.10 |
| Time value: |
0.39 |
| Break-even: |
84.82 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
6.84 |
| Rho: |
0.30 |
Quote data
| Open: |
0.350 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+2.63% |
| 3 Months |
|
|
+25.81% |
| YTD |
|
|
-2.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.350 |
| 1M High / 1M Low: |
0.470 |
0.350 |
| 6M High / 6M Low: |
0.710 |
0.216 |
| High (YTD): |
02/02/2024 |
0.730 |
| Low (YTD): |
08/07/2024 |
0.216 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.84% |
| Volatility 6M: |
|
108.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
