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Morgan Stanley Call 90 SYY 19.12..../  DE000ME2CSA3  /

Stuttgart
2024-11-13  8:49:15 PM Chg.- Bid9:03:00 AM Ask9:03:00 AM Underlying Strike price Expiration date Option type
0.280EUR - 0.270
Bid Size: 10,000		 0.300
Ask Size: 10,000		 Sysco Corp 90.00 USD 2025-12-19 Call
 

Master data

WKN: ME2CSA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sysco Corp
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-12-19
Issue date: 2023-10-20
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.40
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -1.26
Time value: 0.31
Break-even: 88.28
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.33
Theta: -0.01
Omega: 7.63
Rho: 0.23
 

Quote data

Open: 0.280
High: 0.290
Low: 0.280
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month     0.00%
3 Months
  -20.00%
YTD
  -26.32%
1 Year
  -31.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.300
1M High / 1M Low: 0.320 0.216
6M High / 6M Low: 0.450 0.201
High (YTD): 2024-02-02 0.710
Low (YTD): 2024-07-08 0.201
52W High: 2024-02-02 0.710
52W Low: 2024-07-08 0.201
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.413
Avg. volume 1Y:   0.000
Volatility 1M:   118.70%
Volatility 6M:   127.39%
Volatility 1Y:   113.52%
Volatility 3Y:   -