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Morgan Stanley Call 75 SYY 21.03..../  DE000MB57F42  /

Stuttgart
2024-09-25  6:52:33 PM Chg.+0.080 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.540EUR +17.39% -
Bid Size: -		 -
Ask Size: -		 SYSCO CORP. ... 75.00 - 2025-03-21 Call
 

Master data

WKN: MB57F4
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2025-03-21
Issue date: 2023-04-03
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.13
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.17
Parity: -0.67
Time value: 0.52
Break-even: 80.20
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.44
Theta: -0.02
Omega: 5.77
Rho: 0.12
 

Quote data

Open: 0.500
High: 0.540
Low: 0.500
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.71%
1 Month
  -12.90%
3 Months  
+31.71%
YTD
  -15.63%
1 Year
  -6.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.410
1M High / 1M Low: 0.730 0.410
6M High / 6M Low: 1.120 0.280
High (YTD): 2024-02-02 1.190
Low (YTD): 2024-07-08 0.280
52W High: 2024-02-02 1.190
52W Low: 2024-07-08 0.280
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   0.590
Avg. volume 6M:   0.000
Avg. price 1Y:   0.675
Avg. volume 1Y:   0.000
Volatility 1M:   165.28%
Volatility 6M:   155.88%
Volatility 1Y:   126.44%
Volatility 3Y:   -