Morgan Stanley Call 97.5 SYY 17.0.../  DE000MB37NT3  /

Stuttgart
2024-06-14  9:23:40 PM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.031EUR 0.00% -
Bid Size: -
-
Ask Size: -
SYSCO CORP. ... 97.50 - 2025-01-17 Call
 

Master data

WKN: MB37NT
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 97.50 -
Maturity: 2025-01-17
Issue date: 2023-02-03
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 165.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -3.15
Time value: 0.04
Break-even: 97.90
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 33.33%
Delta: 0.07
Theta: 0.00
Omega: 10.93
Rho: 0.02
 

Quote data

Open: 0.024
High: 0.031
Low: 0.024
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.43%
1 Month
  -38.00%
3 Months
  -74.17%
YTD
  -49.18%
1 Year
  -88.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.031
1M High / 1M Low: 0.050 0.028
6M High / 6M Low: 0.155 0.028
High (YTD): 2024-02-01 0.155
Low (YTD): 2024-05-27 0.028
52W High: 2023-07-31 0.290
52W Low: 2024-05-27 0.028
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.118
Avg. volume 1Y:   0.000
Volatility 1M:   118.30%
Volatility 6M:   147.53%
Volatility 1Y:   122.24%
Volatility 3Y:   -