Morgan Stanley Call 600 SLHN 21.03.2025
/ DE000MG20K69
Morgan Stanley Call 600 SLHN 21.0.../ DE000MG20K69 /
2024-07-11 1:08:32 PM |
Chg.+0.030 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
+3.06% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
2025-03-21 |
Call |
Master data
WKN: |
MG20K6 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-03-21 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.19 |
Historic volatility: |
0.20 |
Parity: |
0.75 |
Time value: |
0.26 |
Break-even: |
717.39 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.00% |
Delta: |
0.83 |
Theta: |
-0.10 |
Omega: |
5.71 |
Rho: |
3.30 |
Quote data
Open: |
1.010 |
High: |
1.010 |
Low: |
1.010 |
Previous Close: |
0.980 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.48% |
1 Month |
|
|
+53.03% |
3 Months |
|
|
+110.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.880 |
1M High / 1M Low: |
0.980 |
0.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.938 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.833 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |