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

Stuttgart
7/29/2024  12:52:00 PM Chg.+0.018 Bid4:32:11 PM Ask4:32:11 PM Underlying Strike price Expiration date Option type
0.211EUR +9.33% 0.192
Bid Size: 80,000
0.198
Ask Size: 80,000
SWISS LIFE HOLDING A... 725.00 CHF 3/21/2025 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: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/21/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 34.47
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.19
Parity: -0.63
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: 0.34
Theta: -0.10
Omega: 11.85
Rho: 1.40
 

Quote data

Open: 0.211
High: 0.211
Low: 0.211
Previous Close: 0.193
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.65%
1 Month  
+14.05%
3 Months  
+95.37%
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:   166.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -