Morgan Stanley Call 700 SLHN 21.03.2025
/ DE000MG20KA4
Morgan Stanley Call 700 SLHN 21.0.../ DE000MG20KA4 /
9/12/2024 1:07:25 PM |
Chg.0.000 |
Bid2:46:31 PM |
Ask2:46:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
0.00% |
0.410 Bid Size: 80,000 |
0.420 Ask Size: 80,000 |
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: |
17.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.19 |
Parity: |
-0.04 |
Time value: |
0.42 |
Break-even: |
787.88 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
0.56 |
Theta: |
-0.13 |
Omega: |
9.94 |
Rho: |
1.95 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
+87.50% |
3 Months |
|
|
+98.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.400 |
1M High / 1M Low: |
0.430 |
0.214 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.318 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |