Morgan Stanley Call 650 SLHN 20.12.2024
/ DE000MG20H31
Morgan Stanley Call 650 SLHN 20.1.../ DE000MG20H31 /
| 10/16/2024 12:13:23 PM |
Chg.-0.020 |
Bid4:02:22 PM |
Ask4:02:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-2.53% |
0.820
Bid Size: 80,000 |
0.830
Ask Size: 80,000 |
SWISS LIFE HOLDING A... |
650.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
MG20H3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.65 |
| Time value: |
0.15 |
| Break-even: |
772.15 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.80 |
| Theta: |
-0.25 |
| Omega: |
7.58 |
| Rho: |
0.94 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.31% |
| 1 Month |
|
|
+14.93% |
| 3 Months |
|
|
+60.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.640 |
| 1M High / 1M Low: |
0.790 |
0.620 |
| 6M High / 6M Low: |
0.790 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.91% |
| Volatility 6M: |
|
141.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
