Morgan Stanley Call 650 SLHN 20.06.2025
/ DE000MG74UQ6
Morgan Stanley Call 650 SLHN 20.0.../ DE000MG74UQ6 /
| 18/11/2024 13:04:59 |
Chg.+0.100 |
Bid16:45:58 |
Ask16:45:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+12.05% |
0.930
Bid Size: 80,000 |
0.940
Ask Size: 80,000 |
SWISS LIFE HOLDING A... |
650.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
MG74UQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
0.68 |
| Time value: |
0.21 |
| Break-even: |
783.65 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.84 |
| Theta: |
-0.10 |
| Omega: |
7.15 |
| Rho: |
3.21 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.00% |
| 1 Month |
|
|
-3.13% |
| 3 Months |
|
|
+55.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.830 |
| 1M High / 1M Low: |
1.070 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.910 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
