Morgan Stanley Call 675 SLHN 20.0.../  DE000MG20H49  /

Stuttgart
2024-07-25  1:06:50 PM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.122EUR - -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 675.00 CHF 2024-09-20 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: 2024-09-20
Issue date: 2024-04-09
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 36.61
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.19
Parity: -0.08
Time value: 0.19
Break-even: 722.51
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.26%
Delta: 0.48
Theta: -0.21
Omega: 17.75
Rho: 0.50
 

Quote data

Open: 0.122
High: 0.122
Low: 0.122
Previous Close: 0.197
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.07%
1 Month
  -8.27%
3 Months  
+87.69%
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:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -