Morgan Stanley Call 775 SLHN 21.03.2025
/ DE000MG20KF3
Morgan Stanley Call 775 SLHN 21.0.../ DE000MG20KF3 /
| 08/11/2024 13:38:36 |
Chg.-0.017 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.146EUR |
-10.43% |
-
Bid Size: - |
-
Ask Size: - |
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: |
51.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
-0.54 |
| Time value: |
0.15 |
| Break-even: |
840.77 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.31 |
| Theta: |
-0.13 |
| Omega: |
15.89 |
| Rho: |
0.81 |
Quote data
| Open: |
0.143 |
| High: |
0.146 |
| Low: |
0.143 |
| Previous Close: |
0.163 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.80% |
| 1 Month |
|
|
+44.55% |
| 3 Months |
|
|
+78.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.182 |
0.126 |
| 1M High / 1M Low: |
0.182 |
0.101 |
| 6M High / 6M Low: |
0.182 |
0.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.149 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.51% |
| Volatility 6M: |
|
154.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
