Morgan Stanley Call 750 SLHN 21.0.../  DE000MG20KC0  /

Stuttgart
2024-07-05  1:59:04 PM Chg.-0.003 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.123EUR -2.38% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 750.00 CHF 2025-03-21 Call
 

Master data

WKN: MG20KC
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 750.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 53.94
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: -0.98
Time value: 0.13
Break-even: 784.93
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 5.04%
Delta: 0.24
Theta: -0.07
Omega: 12.88
Rho: 1.05
 

Quote data

Open: 0.127
High: 0.127
Low: 0.123
Previous Close: 0.126
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month  
+2.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.134 0.112
1M High / 1M Low: 0.134 0.099
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -