Morgan Stanley Call 725 SLHN 20.0.../  DE000MG20H98  /

Stuttgart
6/28/2024  5:13:36 PM Chg.+0.003 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.037EUR +8.82% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 725.00 CHF 9/20/2024 Call
 

Master data

WKN: MG20H9
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 725.00 CHF
Maturity: 9/20/2024
Issue date: 4/9/2024
Last trading day: 9/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 158.51
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -0.72
Time value: 0.04
Break-even: 757.42
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 16.22%
Delta: 0.15
Theta: -0.09
Omega: 23.69
Rho: 0.22
 

Quote data

Open: 0.038
High: 0.038
Low: 0.037
Previous Close: 0.034
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.57%
1 Month  
+23.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.033
1M High / 1M Low: 0.046 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -