Morgan Stanley Call 95 SYY 20.09.2024
/ DE000MB37NR7
Morgan Stanley Call 95 SYY 20.09..../ DE000MB37NR7 /
7/9/2024 5:29:54 PM |
Chg.-0.001 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
-7.69% |
0.012 Bid Size: 125,000 |
0.040 Ask Size: 125,000 |
SYSCO CORP. ... |
95.00 - |
9/20/2024 |
Call |
Master data
WKN: |
MB37NR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SYSCO CORP. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
9/20/2024 |
Issue date: |
2/3/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
160.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.16 |
Parity: |
-3.07 |
Time value: |
0.04 |
Break-even: |
95.40 |
Moneyness: |
0.68 |
Premium: |
0.48 |
Premium p.a.: |
6.18 |
Spread abs.: |
0.03 |
Spread %: |
233.33% |
Delta: |
0.07 |
Theta: |
-0.01 |
Omega: |
10.60 |
Rho: |
0.01 |
Quote data
Open: |
0.008 |
High: |
0.012 |
Low: |
0.008 |
Previous Close: |
0.013 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-72.09% |
YTD |
|
|
-70.00% |
1 Year |
|
|
-94.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.009 |
1M High / 1M Low: |
0.018 |
0.009 |
6M High / 6M Low: |
0.111 |
0.009 |
High (YTD): |
2/1/2024 |
0.111 |
Low (YTD): |
7/4/2024 |
0.009 |
52W High: |
7/31/2023 |
0.220 |
52W Low: |
7/4/2024 |
0.009 |
Avg. price 1W: |
|
0.012 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.015 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.044 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.068 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
385.76% |
Volatility 6M: |
|
246.80% |
Volatility 1Y: |
|
191.53% |
Volatility 3Y: |
|
- |