Morgan Stanley Call 650 SLHN 21.0.../  DE000MG20K85  /

Stuttgart
09/08/2024  13:08:06 Chg.+0.070 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.460EUR +17.95% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 650.00 CHF 21/03/2025 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: 21/03/2025
Issue date: 09/04/2024
Last trading day: 21/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.69
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -0.13
Time value: 0.46
Break-even: 734.34
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.54
Theta: -0.13
Omega: 7.95
Rho: 1.95
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -22.03%
3 Months  
+31.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.330
1M High / 1M Low: 0.640 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.535
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -