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

Stuttgart
27/06/2024  13:08:25 Chg.+0.006 Bid14:09:31 Ask14:09:31 Underlying Strike price Expiration date Option type
0.174EUR +3.57% 0.178
Bid Size: 80,000
0.184
Ask Size: 80,000
SWISS LIFE HOLDING A... 725.00 CHF 21/03/2025 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: 21/03/2025
Issue date: 09/04/2024
Last trading day: 21/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 38.70
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: -0.79
Time value: 0.18
Break-even: 773.91
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.55%
Delta: 0.30
Theta: -0.08
Omega: 11.76
Rho: 1.38
 

Quote data

Open: 0.174
High: 0.174
Low: 0.174
Previous Close: 0.168
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.96%
1 Month  
+28.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.181 0.168
1M High / 1M Low: 0.181 0.121
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.173
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -