Morgan Stanley Call 90 SYY 17.01..../  DE000MB37NK2  /

Stuttgart
2024-08-02  9:09:55 PM Chg.+0.024 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.095EUR +33.80% -
Bid Size: -
-
Ask Size: -
SYSCO CORP. ... 90.00 - 2025-01-17 Call
 

Master data

WKN: MB37NK
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-02-03
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.91
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -1.97
Time value: 0.11
Break-even: 91.10
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.16
Theta: -0.01
Omega: 10.05
Rho: 0.05
 

Quote data

Open: 0.069
High: 0.095
Low: 0.069
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+79.25%
1 Month  
+143.59%
3 Months
  -10.38%
YTD
  -28.57%
1 Year
  -76.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.057
1M High / 1M Low: 0.095 0.036
6M High / 6M Low: 0.300 0.036
High (YTD): 2024-02-01 0.350
Low (YTD): 2024-07-09 0.036
52W High: 2023-08-03 0.400
52W Low: 2024-07-09 0.036
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   0.000
Avg. price 1Y:   0.166
Avg. volume 1Y:   0.000
Volatility 1M:   232.32%
Volatility 6M:   164.24%
Volatility 1Y:   152.49%
Volatility 3Y:   -