Morgan Stanley Call 90 SYY 16.01.2026
/ DE000ME2CSB1
Morgan Stanley Call 90 SYY 16.01..../ DE000ME2CSB1 /
| 9/10/2024 1:02:11 PM |
Chg.-0.050 |
Bid9/10/2024 |
Ask9/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-10.87% |
0.410
Bid Size: 7,500 |
0.440
Ask Size: 7,500 |
Sysco Corp |
90.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
ME2CSB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
10/20/2023 |
| Last trading day: |
1/16/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-1.05 |
| Time value: |
0.46 |
| Break-even: |
86.16 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
6.32 |
| Rho: |
0.33 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.87% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
+36.67% |
| YTD |
|
|
+2.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.450 |
| 1M High / 1M Low: |
0.470 |
0.360 |
| 6M High / 6M Low: |
0.710 |
0.216 |
| High (YTD): |
2/2/2024 |
0.730 |
| Low (YTD): |
7/8/2024 |
0.216 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.44% |
| Volatility 6M: |
|
106.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
