Morgan Stanley Call 650 SLHN 20.12.2024
/ DE000MG20H31
Morgan Stanley Call 650 SLHN 20.1.../ DE000MG20H31 /
| 7/12/2024 4:42:02 PM |
Chg.-0.020 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-3.77% |
-
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: |
12.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
0.25 |
| Time value: |
0.29 |
| Break-even: |
721.75 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.69 |
| Theta: |
-0.14 |
| Omega: |
8.80 |
| Rho: |
1.86 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+59.38% |
| 3 Months |
|
|
+151.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.420 |
| 1M High / 1M Low: |
0.530 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
