Morgan Stanley Call 75 SYY 20.09..../  DE000MB37VS8  /

Stuttgart
2024-06-24  9:17:13 PM Chg.+0.064 Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
0.260EUR +32.65% -
Bid Size: -
-
Ask Size: -
SYSCO CORP. ... 75.00 - 2024-09-20 Call
 

Master data

WKN: MB37VS
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-09-20
Issue date: 2023-02-03
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.84
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -0.64
Time value: 0.21
Break-even: 77.09
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 5.03%
Delta: 0.33
Theta: -0.02
Omega: 10.77
Rho: 0.05
 

Quote data

Open: 0.191
High: 0.260
Low: 0.191
Previous Close: 0.196
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.35%
1 Month  
+20.37%
3 Months
  -70.45%
YTD
  -40.91%
1 Year
  -64.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.201 0.164
1M High / 1M Low: 0.216 0.102
6M High / 6M Low: 1.000 0.102
High (YTD): 2024-02-01 1.000
Low (YTD): 2024-06-13 0.102
52W High: 2024-02-01 1.000
52W Low: 2024-06-13 0.102
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.564
Avg. volume 6M:   120.968
Avg. price 1Y:   0.551
Avg. volume 1Y:   59.055
Volatility 1M:   321.69%
Volatility 6M:   208.41%
Volatility 1Y:   160.39%
Volatility 3Y:   -