Morgan Stanley Call 650 SLHN 20.12.2024
/ DE000MG20H31
Morgan Stanley Call 650 SLHN 20.1.../ DE000MG20H31 /
| 04/09/2024 16:46:25 |
Chg.+0.060 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+10.91% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
650.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.42 |
| Time value: |
0.23 |
| Break-even: |
757.16 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.74 |
| Theta: |
-0.18 |
| Omega: |
8.31 |
| Rho: |
1.39 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.610 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.09% |
| 1 Month |
|
|
+64.86% |
| 3 Months |
|
|
+134.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.530 |
| 1M High / 1M Low: |
0.580 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.434 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
