Morgan Stanley Call 700 SLHN 21.03.2025
/ DE000MG20KA4
Morgan Stanley Call 700 SLHN 21.0.../ DE000MG20KA4 /
8/6/2024 1:11:49 PM |
Chg.- |
Bid10:59:00 AM |
Ask10:59:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.171EUR |
- |
0.181 Bid Size: 30,000 |
0.187 Ask Size: 30,000 |
SWISS LIFE HOLDING A... |
700.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
MG20KA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 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: |
39.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-0.92 |
Time value: |
0.17 |
Break-even: |
768.90 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.28 |
Theta: |
-0.09 |
Omega: |
10.92 |
Rho: |
1.03 |
Quote data
Open: |
0.171 |
High: |
0.171 |
Low: |
0.171 |
Previous Close: |
0.165 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.84% |
1 Month |
|
|
-34.23% |
3 Months |
|
|
+11.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.165 |
1M High / 1M Low: |
0.340 |
0.165 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.219 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.288 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |