Morgan Stanley Call 775 SLHN 21.03.2025
/ DE000MG20KF3
Morgan Stanley Call 775 SLHN 21.0.../ DE000MG20KF3 /
| 11/09/2024 13:07:27 |
Chg.- |
Bid11:54:41 |
Ask11:54:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.135EUR |
- |
0.135
Bid Size: 80,000 |
0.141
Ask Size: 80,000 |
SWISS LIFE HOLDING A... |
775.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
MG20KF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
775.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-0.84 |
| Time value: |
0.14 |
| Break-even: |
839.59 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.26 |
| Theta: |
-0.10 |
| Omega: |
13.94 |
| Rho: |
0.93 |
Quote data
| Open: |
0.135 |
| High: |
0.135 |
| Low: |
0.135 |
| Previous Close: |
0.139 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
+68.75% |
| 3 Months |
|
|
+51.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.139 |
0.128 |
| 1M High / 1M Low: |
0.139 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
