Morgan Stanley Call 575 SLHN 20.12.2024
/ DE000MG2P7X4
Morgan Stanley Call 575 SLHN 20.1.../ DE000MG2P7X4 /
| 27/06/2024 13:58:56 |
Chg.+0.030 |
Bid14:55:52 |
Ask14:55:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+3.09% |
1.010
Bid Size: 80,000 |
1.020
Ask Size: 80,000 |
SWISS LIFE HOLDING A... |
575.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
MG2P7X |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
575.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.77 |
| Time value: |
0.22 |
| Break-even: |
698.91 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
5.64 |
| Rho: |
2.22 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+26.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.960 |
| 1M High / 1M Low: |
1.000 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
