Morgan Stanley Call 675 SLHN 20.09.2024
/ DE000MG20H49
Morgan Stanley Call 675 SLHN 20.0.../ DE000MG20H49 /
| 26/07/2024 13:06:56 |
Chg.+0.044 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.166EUR |
+36.07% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
675.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
MG20H4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
675.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-0.10 |
| Time value: |
0.18 |
| Break-even: |
721.12 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
3.55% |
| Delta: |
0.47 |
| Theta: |
-0.21 |
| Omega: |
18.54 |
| Rho: |
0.46 |
Quote data
| Open: |
0.166 |
| High: |
0.166 |
| Low: |
0.166 |
| Previous Close: |
0.122 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.21% |
| 1 Month |
|
|
+5.06% |
| 3 Months |
|
|
+155.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.221 |
0.122 |
| 1M High / 1M Low: |
0.241 |
0.122 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
