Morgan Stanley Call 700 SLHN 21.03.2025
/ DE000MG20KA4
Morgan Stanley Call 700 SLHN 21.0.../ DE000MG20KA4 /
| 18/11/2024 13:07:41 |
Chg.+0.070 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+17.95% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.15 |
| Time value: |
0.29 |
| Break-even: |
792.09 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.63 |
| Theta: |
-0.16 |
| Omega: |
10.93 |
| Rho: |
1.47 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.21% |
| 1 Month |
|
|
-9.80% |
| 3 Months |
|
|
+70.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.390 |
| 1M High / 1M Low: |
0.600 |
0.370 |
| 6M High / 6M Low: |
0.600 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.331 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.68% |
| Volatility 6M: |
|
144.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
