Morgan Stanley Call 725 SLHN 21.03.2025
/ DE000MG20KB2
Morgan Stanley Call 725 SLHN 21.0.../ DE000MG20KB2 /
11/8/2024 1:38:32 PM |
Chg.-0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-10.26% |
- Bid Size: - |
- Ask Size: - |
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: |
21.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.18 |
Parity: |
-0.01 |
Time value: |
0.36 |
Break-even: |
808.49 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
2.86% |
Delta: |
0.56 |
Theta: |
-0.15 |
Omega: |
11.95 |
Rho: |
1.43 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
+122.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.300 |
1M High / 1M Low: |
0.420 |
0.240 |
6M High / 6M Low: |
0.420 |
0.114 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.354 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.311 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.220 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.96% |
Volatility 6M: |
|
150.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |