Morgan Stanley Call 90 SYY 19.09..../  DE000ME3XL07  /

Stuttgart
2024-08-01  5:30:54 PM Chg.-0.010 Bid6:30:21 PM Ask6:30:21 PM Underlying Strike price Expiration date Option type
0.290EUR -3.33% 0.280
Bid Size: 50,000
0.290
Ask Size: 50,000
Sysco Corp 90.00 USD 2025-09-19 Call
 

Master data

WKN: ME3XL0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sysco Corp
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-09-19
Issue date: 2023-11-20
Last trading day: 2025-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.84
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -1.23
Time value: 0.31
Break-even: 86.25
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.33
Theta: -0.01
Omega: 7.64
Rho: 0.23
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.21%
1 Month  
+95.95%
3 Months
  -17.14%
YTD
  -6.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.197
1M High / 1M Low: 0.310 0.140
6M High / 6M Low: 0.630 0.140
High (YTD): 2024-02-01 0.630
Low (YTD): 2024-07-08 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.27%
Volatility 6M:   125.76%
Volatility 1Y:   -
Volatility 3Y:   -