Morgan Stanley Call 600 SLHN 21.0.../  DE000MG20K69  /

Stuttgart
7/11/2024  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 3/21/2025 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: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/21/2025
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:   -