Morgan Stanley Call 90 SYY 20.12.2024
/ DE000ME4G9V8
Morgan Stanley Call 90 SYY 20.12..../ DE000ME4G9V8 /
| 2024-08-01 4:09:45 PM |
Chg.-0.004 |
Bid7:13:32 PM |
Ask7:13:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
-6.56% |
0.058
Bid Size: 50,000 |
0.068
Ask Size: 50,000 |
Sysco Corp |
90.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME4G9V |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
99.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-1.23 |
| Time value: |
0.07 |
| Break-even: |
83.86 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
16.39% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
15.21 |
| Rho: |
0.04 |
Quote data
| Open: |
0.056 |
| High: |
0.057 |
| Low: |
0.056 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.02% |
| 1 Month |
|
|
+90.00% |
| 3 Months |
|
|
-40.63% |
| YTD |
|
|
-53.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.041 |
| 1M High / 1M Low: |
0.067 |
0.028 |
| 6M High / 6M Low: |
0.320 |
0.028 |
| High (YTD): |
2024-02-02 |
0.320 |
| Low (YTD): |
2024-07-04 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
89.134 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.39% |
| Volatility 6M: |
|
164.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
