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

Stuttgart
7/29/2024  12:19:48 PM Chg.+0.002 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.023EUR +9.52% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 750.00 CHF 9/20/2024 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: 9/20/2024
Issue date: 4/11/2024
Last trading day: 9/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 173.20
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.89
Time value: 0.04
Break-even: 785.80
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.38
Spread abs.: 0.02
Spread %: 90.48%
Delta: 0.13
Theta: -0.14
Omega: 21.71
Rho: 0.12
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -4.17%
3 Months
  -20.69%
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:   245.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -