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Morgan Stanley Call 97.5 SYY 21.0.../  DE000MB57FF6  /

Stuttgart
2024-08-01  2:19:40 PM Chg.-0.007 Bid6:49:19 PM Ask6:49:19 PM Underlying Strike price Expiration date Option type
0.045EUR -13.46% 0.047
Bid Size: 50,000		 0.057
Ask Size: 50,000		 SYSCO CORP. ... 97.50 - 2025-03-21 Call
 

Master data

WKN: MB57FF
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 97.50 -
Maturity: 2025-03-21
Issue date: 2023-04-03
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 116.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -2.67
Time value: 0.06
Break-even: 98.11
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 19.61%
Delta: 0.10
Theta: -0.01
Omega: 11.05
Rho: 0.04
 

Quote data

Open: 0.046
High: 0.046
Low: 0.045
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month  
+87.50%
3 Months
  -34.78%
YTD
  -52.63%
1 Year
  -86.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.033
1M High / 1M Low: 0.056 0.020
6M High / 6M Low: 0.213 0.020
High (YTD): 2024-02-02 0.213
Low (YTD): 2024-07-04 0.020
52W High: 2023-08-02 0.360
52W Low: 2024-07-04 0.020
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   314.961
Avg. price 1Y:   0.122
Avg. volume 1Y:   156.863
Volatility 1M:   244.32%
Volatility 6M:   173.63%
Volatility 1Y:   146.52%
Volatility 3Y:   -