Morgan Stanley Call 97.5 SYY 20.1.../  DE000MB37NV9  /

Stuttgart
8/15/2024  5:24:40 PM Chg.-0.002 Bid8:05:33 PM Ask8:05:33 PM Underlying Strike price Expiration date Option type
0.033EUR -5.71% 0.034
Bid Size: 50,000
0.044
Ask Size: 50,000
SYSCO CORP. ... 97.50 - 12/20/2024 Call
 

Master data

WKN: MB37NV
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 97.50 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 150.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.17
Parity: -2.85
Time value: 0.05
Break-even: 97.96
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 1.73
Spread abs.: 0.01
Spread %: 27.78%
Delta: 0.08
Theta: -0.01
Omega: 11.27
Rho: 0.02
 

Quote data

Open: 0.030
High: 0.033
Low: 0.030
Previous Close: 0.035
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month  
+13.79%
3 Months
  -13.16%
YTD
  -38.89%
1 Year
  -80.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.034
1M High / 1M Low: 0.043 0.027
6M High / 6M Low: 0.118 0.021
High (YTD): 2/1/2024 0.141
Low (YTD): 7/4/2024 0.021
52W High: 8/16/2023 0.198
52W Low: 7/4/2024 0.021
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.074
Avg. volume 1Y:   0.000
Volatility 1M:   164.18%
Volatility 6M:   143.77%
Volatility 1Y:   139.04%
Volatility 3Y:   -