Morgan Stanley Call 600 SLHN 20.09.2024
/ DE000MG20GZ9
Morgan Stanley Call 600 SLHN 20.0.../ DE000MG20GZ9 /
| 2024-06-27 1:08:22 PM |
Chg.+0.020 |
Bid4:04:57 PM |
Ask4:04:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+3.03% |
0.710
Bid Size: 80,000 |
0.720
Ask Size: 80,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
MG20GZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.51 |
| Time value: |
0.16 |
| Break-even: |
692.99 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.79 |
| Theta: |
-0.19 |
| Omega: |
7.94 |
| Rho: |
1.08 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.62% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.650 |
| 1M High / 1M Low: |
0.690 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
