Morgan Stanley Call 650 SLHN 21.03.2025
/ DE000MG20K85
Morgan Stanley Call 650 SLHN 21.0.../ DE000MG20K85 /
| 11/11/2024 12:15:02 PM |
Chg.+0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+2.15% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.79 |
| Time value: |
0.16 |
| Break-even: |
787.58 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.85 |
| Theta: |
-0.14 |
| Omega: |
6.87 |
| Rho: |
1.99 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.10% |
| 1 Month |
|
|
+21.79% |
| 3 Months |
|
|
+106.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.840 |
| 1M High / 1M Low: |
1.040 |
0.730 |
| 6M High / 6M Low: |
1.040 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.611 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.50% |
| Volatility 6M: |
|
118.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
