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Morgan Stanley Call 90 SYY 20.06..../  DE000MB57FB5  /

Stuttgart
2024-06-28  1:23:32 PM Chg.-0.001 Bid2:31:56 PM Ask2:31:56 PM Underlying Strike price Expiration date Option type
0.121EUR -0.82% 0.121
Bid Size: 3,750		 0.148
Ask Size: 3,750		 SYSCO CORP. ... 90.00 - 2025-06-20 Call
 

Master data

WKN: MB57FB
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-06-20
Issue date: 2023-04-03
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.04
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -2.23
Time value: 0.14
Break-even: 91.38
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 7.81%
Delta: 0.18
Theta: -0.01
Omega: 8.65
Rho: 0.10
 

Quote data

Open: 0.121
High: 0.121
Low: 0.121
Previous Close: 0.122
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.32%
1 Month
  -15.97%
3 Months
  -73.70%
YTD
  -51.60%
1 Year
  -78.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.165 0.122
1M High / 1M Low: 0.165 0.108
6M High / 6M Low: 0.530 0.108
High (YTD): 2024-02-02 0.530
Low (YTD): 2024-06-13 0.108
52W High: 2023-08-02 0.630
52W Low: 2024-06-13 0.108
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.315
Avg. volume 6M:   0.000
Avg. price 1Y:   0.341
Avg. volume 1Y:   0.000
Volatility 1M:   177.04%
Volatility 6M:   133.57%
Volatility 1Y:   112.66%
Volatility 3Y:   -