Morgan Stanley Call 650 SLHN 20.12.2024
/ DE000MG20H31
Morgan Stanley Call 650 SLHN 20.1.../ DE000MG20H31 /
9/3/2024 12:14:25 PM |
Chg.-0.030 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-5.17% |
- Bid Size: - |
- Ask Size: - |
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: |
12.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
0.35 |
Time value: |
0.24 |
Break-even: |
748.26 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
0.71 |
Theta: |
-0.18 |
Omega: |
8.72 |
Rho: |
1.35 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.580 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.24% |
1 Month |
|
|
+48.65% |
3 Months |
|
|
+96.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.490 |
1M High / 1M Low: |
0.580 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.544 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.428 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |