Morgan Stanley Call 700 SLHN 21.0.../  DE000MG20KA4  /

Stuttgart
2024-10-14  12:13:54 PM Chg.+0.040 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.450EUR +9.76% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 700.00 CHF 2025-03-21 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: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.70
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.05
Implied volatility: 0.19
Historic volatility: 0.18
Parity: 0.05
Time value: 0.40
Break-even: 791.73
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.59
Theta: -0.15
Omega: 9.86
Rho: 1.73
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.42%
1 Month  
+7.14%
3 Months  
+45.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.380
1M High / 1M Low: 0.490 0.370
6M High / 6M Low: 0.490 0.120
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.77%
Volatility 6M:   133.02%
Volatility 1Y:   -
Volatility 3Y:   -