Morgan Stanley Call 750 SLHN 20.12.2024
/ DE000MG20KD8
Morgan Stanley Call 750 SLHN 20.1.../ DE000MG20KD8 /
7/5/2024 1:59:04 PM |
Chg.-0.002 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.068EUR |
-2.86% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
750.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
MG20KD |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
750.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
4/9/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
94.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.20 |
Parity: |
-0.98 |
Time value: |
0.07 |
Break-even: |
779.53 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.01 |
Spread %: |
9.23% |
Delta: |
0.17 |
Theta: |
-0.07 |
Omega: |
16.46 |
Rho: |
0.50 |
Quote data
Open: |
0.071 |
High: |
0.071 |
Low: |
0.068 |
Previous Close: |
0.070 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.86% |
1 Month |
|
|
-5.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.073 |
0.060 |
1M High / 1M Low: |
0.079 |
0.059 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.068 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |