Morgan Stanley Call 95 SYY 19.12..../  DE000ME54472  /

Stuttgart
2024-08-01  2:04:36 PM Chg.-0.010 Bid6:50:25 PM Ask6:50:25 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.270
Bid Size: 50,000
0.280
Ask Size: 50,000
Sysco Corp 95.00 USD 2025-12-19 Call
 

Master data

WKN: ME5447
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sysco Corp
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-12
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.61
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -1.70
Time value: 0.30
Break-even: 90.77
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.30
Theta: -0.01
Omega: 7.08
Rho: 0.25
 

Quote data

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

Performance

1 Week  
+35.92%
1 Month  
+72.84%
3 Months
  -17.65%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.206
1M High / 1M Low: 0.300 0.148
6M High / 6M Low: 0.530 0.148
High (YTD): 2024-02-02 0.530
Low (YTD): 2024-07-08 0.148
52W High: - -
52W Low: - -
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.330
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.40%
Volatility 6M:   109.54%
Volatility 1Y:   -
Volatility 3Y:   -