Morgan Stanley Call 650 SLHN 20.06.2025
/ DE000MG74UQ6
Morgan Stanley Call 650 SLHN 20.0.../ DE000MG74UQ6 /
| 10/4/2024 1:05:30 PM |
Chg.- |
Bid9:34:23 AM |
Ask9:34:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
0.790
Bid Size: 80,000 |
0.800
Ask Size: 80,000 |
SWISS LIFE HOLDING A... |
650.00 CHF |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.46 |
| Time value: |
0.33 |
| Break-even: |
769.04 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.75 |
| Theta: |
-0.11 |
| Omega: |
7.00 |
| Rho: |
3.32 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-2.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.770 |
| 1M High / 1M Low: |
0.920 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
