Morgan Stanley Call 650 SLHN 21.03.2025
/ DE000MG20K85
Morgan Stanley Call 650 SLHN 21.0.../ DE000MG20K85 /
| 10/16/2024 12:13:28 PM |
Chg.-0.020 |
Bid4:25:13 PM |
Ask4:25:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-2.27% |
0.910
Bid Size: 80,000 |
0.920
Ask Size: 80,000 |
SWISS LIFE HOLDING A... |
650.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
MG20K8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.65 |
| Time value: |
0.24 |
| Break-even: |
781.15 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.79 |
| Theta: |
-0.15 |
| Omega: |
6.68 |
| Rho: |
2.16 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.22% |
| 1 Month |
|
|
+13.16% |
| 3 Months |
|
|
+48.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.740 |
| 1M High / 1M Low: |
0.880 |
0.720 |
| 6M High / 6M Low: |
0.880 |
0.221 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.527 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.27% |
| Volatility 6M: |
|
119.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
