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Morgan Stanley Call 85 SYY 20.12..../  DE000MB37NC9  /

Stuttgart
2024-06-20  5:42:47 PM Chg.+0.016 Bid8:47:56 PM Ask8:47:56 PM Underlying Strike price Expiration date Option type
0.084EUR +23.53% 0.082
Bid Size: 50,000		 0.092
Ask Size: 50,000		 SYSCO CORP. ... 85.00 - 2024-12-20 Call
 

Master data

WKN: MB37NC
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 71.19
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -1.74
Time value: 0.10
Break-even: 85.95
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.61
Spread abs.: 0.03
Spread %: 39.71%
Delta: 0.15
Theta: -0.01
Omega: 11.00
Rho: 0.05
 

Quote data

Open: 0.074
High: 0.084
Low: 0.074
Previous Close: 0.068
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.83%
1 Month
  -40.85%
3 Months
  -80.00%
YTD
  -60.56%
1 Year
  -82.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.058
1M High / 1M Low: 0.142 0.058
6M High / 6M Low: 0.530 0.058
High (YTD): 2024-02-01 0.530
Low (YTD): 2024-06-13 0.058
52W High: 2023-07-31 0.600
52W Low: 2024-06-13 0.058
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.276
Avg. volume 6M:   0.000
Avg. price 1Y:   0.300
Avg. volume 1Y:   0.000
Volatility 1M:   194.32%
Volatility 6M:   168.30%
Volatility 1Y:   137.52%
Volatility 3Y:   -