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Morgan Stanley Call 90 SYY 21.03..../  DE000MB57FC3  /

Stuttgart
2024-08-01  3:32:35 PM Chg.+0.008 Bid6:42:31 PM Ask6:42:31 PM Underlying Strike price Expiration date Option type
0.113EUR +7.62% 0.089
Bid Size: 70,000		 0.099
Ask Size: 70,000		 SYSCO CORP. ... 90.00 - 2025-03-21 Call
 

Master data

WKN: MB57FC
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-03-21
Issue date: 2023-04-03
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.67
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -1.92
Time value: 0.11
Break-even: 91.13
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 13.00%
Delta: 0.16
Theta: -0.01
Omega: 10.27
Rho: 0.07
 

Quote data

Open: 0.095
High: 0.113
Low: 0.094
Previous Close: 0.105
Turnover: 10,812
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+105.45%
1 Month  
+276.67%
3 Months
  -11.72%
YTD
  -39.57%
1 Year
  -77.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.109 0.055
1M High / 1M Low: 0.109 0.028
6M High / 6M Low: 0.430 0.028
High (YTD): 2024-02-02 0.430
Low (YTD): 2024-07-04 0.028
52W High: 2023-08-02 0.540
52W Low: 2024-07-04 0.028
Avg. price 1W:   0.080
Avg. volume 1W:   50,220
Avg. price 1M:   0.054
Avg. volume 1M:   44,265.217
Avg. price 6M:   0.176
Avg. volume 6M:   52,104.583
Avg. price 1Y:   0.214
Avg. volume 1Y:   25,950.125
Volatility 1M:   406.28%
Volatility 6M:   270.90%
Volatility 1Y:   208.20%
Volatility 3Y:   -