Morgan Stanley Call 625 SLHN 21.0.../  DE000MG20K77  /

Stuttgart
12/07/2024  16:42:07 Chg.-0.020 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.790EUR -2.47% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 625.00 CHF 21/03/2025 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: 21/03/2025
Issue date: 09/04/2024
Last trading day: 21/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.45
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.51
Implied volatility: 0.19
Historic volatility: 0.19
Parity: 0.51
Time value: 0.31
Break-even: 724.07
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.77
Theta: -0.11
Omega: 6.48
Rho: 3.10
 

Quote data

Open: 0.780
High: 0.790
Low: 0.780
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.18%
1 Month  
+46.30%
3 Months  
+113.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.760
1M High / 1M Low: 0.810 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -