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Morgan Stanley Call 87.5 SYY 21.0.../  DE000MB57FA7  /

Stuttgart
2024-06-17  2:30:44 PM Chg.-0.008 Bid4:12:25 PM Ask4:12:25 PM Underlying Strike price Expiration date Option type
0.068EUR -10.53% 0.086
Bid Size: 50,000		 0.096
Ask Size: 50,000		 SYSCO CORP. ... 87.50 - 2025-03-21 Call
 

Master data

WKN: MB57FA
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 2025-03-21
Issue date: 2023-04-03
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 77.70
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -2.15
Time value: 0.09
Break-even: 88.35
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 13.33%
Delta: 0.13
Theta: -0.01
Omega: 10.37
Rho: 0.06
 

Quote data

Open: 0.069
High: 0.069
Low: 0.068
Previous Close: 0.076
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.31%
1 Month
  -62.84%
3 Months
  -84.55%
YTD
  -70.43%
1 Year
  -86.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.073
1M High / 1M Low: 0.183 0.073
6M High / 6M Low: 0.520 0.073
High (YTD): 2024-02-02 0.520
Low (YTD): 2024-06-13 0.073
52W High: 2023-08-02 0.610
52W Low: 2024-06-13 0.073
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.296
Avg. volume 6M:   0.000
Avg. price 1Y:   0.325
Avg. volume 1Y:   0.000
Volatility 1M:   162.62%
Volatility 6M:   140.96%
Volatility 1Y:   119.60%
Volatility 3Y:   -