Morgan Stanley Call 97.5 SYY 20.0.../  DE000MB37NU1  /

Stuttgart
09/07/2024  21:16:03 Chg.0.000 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.012EUR 0.00% -
Bid Size: -
-
Ask Size: -
SYSCO CORP. ... 97.50 - 20/09/2024 Call
 

Master data

WKN: MB37NU
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 97.50 -
Maturity: 20/09/2024
Issue date: 03/02/2023
Last trading day: 20/09/2024
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: 0.55
Historic volatility: 0.16
Parity: -3.32
Time value: 0.04
Break-even: 97.90
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 7.17
Spread abs.: 0.03
Spread %: 233.33%
Delta: 0.06
Theta: -0.01
Omega: 10.19
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.012
Low: 0.007
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -36.84%
3 Months
  -64.71%
YTD
  -61.29%
1 Year
  -93.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.009
1M High / 1M Low: 0.017 0.009
6M High / 6M Low: 0.079 0.009
High (YTD): 01/02/2024 0.079
Low (YTD): 04/07/2024 0.009
52W High: 31/07/2023 0.181
52W Low: 04/07/2024 0.009
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   0.056
Avg. volume 1Y:   0.000
Volatility 1M:   330.57%
Volatility 6M:   228.88%
Volatility 1Y:   180.20%
Volatility 3Y:   -