Morgan Stanley Call 87.5 SYY 21.0.../  DE000MB37W46  /

Stuttgart
2024-05-24  5:34:24 PM Chg.-0.001 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.011EUR -8.33% -
Bid Size: -
-
Ask Size: -
SYSCO CORP. ... 87.50 - 2024-06-21 Call
 

Master data

WKN: MB37W4
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 168.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.16
Parity: -2.02
Time value: 0.04
Break-even: 87.90
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 36.31
Spread abs.: 0.03
Spread %: 233.33%
Delta: 0.08
Theta: -0.03
Omega: 13.51
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.011
Low: 0.006
Previous Close: 0.012
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -52.17%
3 Months
  -90.27%
YTD
  -76.60%
1 Year
  -94.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.007
1M High / 1M Low: 0.023 0.007
6M High / 6M Low: 0.180 0.007
High (YTD): 2024-02-01 0.180
Low (YTD): 2024-05-21 0.007
52W High: 2023-07-31 0.300
52W Low: 2024-05-21 0.007
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.064
Avg. volume 6M:   0.000
Avg. price 1Y:   0.105
Avg. volume 1Y:   0.000
Volatility 1M:   317.71%
Volatility 6M:   260.78%
Volatility 1Y:   199.66%
Volatility 3Y:   -