Morgan Stanley Call 625 SLHN 21.03.2025
/ DE000MG20K77
Morgan Stanley Call 625 SLHN 21.0.../ DE000MG20K77 /
| 9/13/2024 1:07:48 PM |
Chg.+0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+1.02% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
625.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
MG20K7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
625.00 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: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.71 |
| Time value: |
0.25 |
| Break-even: |
760.75 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.80 |
| Theta: |
-0.13 |
| Omega: |
6.15 |
| Rho: |
2.54 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.21% |
| 1 Month |
|
|
+52.31% |
| 3 Months |
|
|
+98.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.950 |
| 1M High / 1M Low: |
1.010 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.843 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
