Morgan Stanley Call 725 SLHN 21.0.../  DE000MG20KB2  /

Stuttgart
2024-07-26  1:07:03 PM Chg.+0.029 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.193EUR +17.68% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 725.00 CHF 2025-03-21 Call
 

Master data

WKN: MG20KB
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 725.00 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: 34.52
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.19
Parity: -0.62
Time value: 0.20
Break-even: 775.84
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.08%
Delta: 0.35
Theta: -0.09
Omega: 11.95
Rho: 1.43
 

Quote data

Open: 0.193
High: 0.193
Low: 0.193
Previous Close: 0.164
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.53%
1 Month  
+4.32%
3 Months  
+93.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.227 0.164
1M High / 1M Low: 0.235 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.203
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -