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Morgan Stanley Call 80 SYY 20.06..../  DE000MB57F67  /

Stuttgart
2024-09-26  12:53:52 PM Chg.0.000 Bid1:28:03 PM Ask1:28:03 PM Underlying Strike price Expiration date Option type
0.410EUR 0.00% 0.410
Bid Size: 7,500		 0.440
Ask Size: 7,500		 SYSCO CORP. ... 80.00 - 2025-06-20 Call
 

Master data

WKN: MB57F6
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-06-20
Issue date: 2023-04-03
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.42
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -1.10
Time value: 0.42
Break-even: 84.20
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.37
Theta: -0.02
Omega: 6.15
Rho: 0.16
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.13%
1 Month
  -18.00%
3 Months  
+24.24%
YTD
  -22.64%
1 Year
  -18.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.320
1M High / 1M Low: 0.590 0.320
6M High / 6M Low: 0.930 0.224
High (YTD): 2024-02-02 0.990
Low (YTD): 2024-07-08 0.224
52W High: 2024-02-02 0.990
52W Low: 2024-07-08 0.224
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.476
Avg. volume 6M:   0.000
Avg. price 1Y:   0.556
Avg. volume 1Y:   0.000
Volatility 1M:   163.86%
Volatility 6M:   152.78%
Volatility 1Y:   125.11%
Volatility 3Y:   -