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Morgan Stanley Call 85 SYY 17.01..../  DE000MB37NE5  /

Stuttgart
2024-06-20  5:42:47 PM Chg.+0.017 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.098EUR +20.99% -
Bid Size: -		 -
Ask Size: -		 SYSCO CORP. ... 85.00 - 2025-01-17 Call
 

Master data

WKN: MB37NE
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-02-03
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -1.74
Time value: 0.11
Break-even: 86.08
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 33.33%
Delta: 0.17
Theta: -0.01
Omega: 10.48
Rho: 0.06
 

Quote data

Open: 0.086
High: 0.098
Low: 0.086
Previous Close: 0.081
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.03%
1 Month
  -33.33%
3 Months
  -79.15%
YTD
  -55.45%
1 Year
  -79.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.071
1M High / 1M Low: 0.147 0.068
6M High / 6M Low: 0.550 0.068
High (YTD): 2024-02-01 0.550
Low (YTD): 2024-06-13 0.068
52W High: 2023-07-31 0.620
52W Low: 2024-06-13 0.068
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   0.000
Volatility 1M:   193.25%
Volatility 6M:   159.75%
Volatility 1Y:   131.73%
Volatility 3Y:   -