Morgan Stanley Call 750 SLHN 20.0.../  DE000MG25P44  /

Stuttgart
2024-07-25  12:15:12 PM Chg.- Bid9:24:36 AM Ask9:24:36 AM Underlying Strike price Expiration date Option type
0.016EUR - 0.019
Bid Size: 80,000
0.040
Ask Size: 80,000
SWISS LIFE HOLDING A... 750.00 CHF 2024-09-20 Call
 

Master data

WKN: MG25P4
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 750.00 CHF
Maturity: 2024-09-20
Issue date: 2024-04-11
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 173.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.86
Time value: 0.04
Break-even: 785.68
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.18
Spread abs.: 0.02
Spread %: 81.82%
Delta: 0.13
Theta: -0.13
Omega: 22.24
Rho: 0.13
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -20.00%
3 Months
  -40.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.016
1M High / 1M Low: 0.030 0.016
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -