Morgan Stanley Call 675 SLHN 21.0.../  DE000MG20K93  /

Stuttgart
2024-07-05  1:59:03 PM Chg.0.000 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.370EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 675.00 CHF 2025-03-21 Call
 

Master data

WKN: MG20K9
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 675.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.22
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: -0.21
Time value: 0.37
Break-even: 732.19
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.51
Theta: -0.11
Omega: 9.38
Rho: 2.19
 

Quote data

Open: 0.380
High: 0.380
Low: 0.370
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+19.35%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.330
1M High / 1M Low: 0.400 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -