Morgan Stanley Call 800 SLHN 20.1.../  DE000MG20KG1  /

Stuttgart
6/28/2024  5:13:39 PM Chg.+0.001 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.034EUR +3.03% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 800.00 CHF 12/20/2024 Call
 

Master data

WKN: MG20KG
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 800.00 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: 170.40
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -1.49
Time value: 0.04
Break-even: 835.03
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 17.65%
Delta: 0.10
Theta: -0.05
Omega: 16.78
Rho: 0.30
 

Quote data

Open: 0.035
High: 0.035
Low: 0.034
Previous Close: 0.033
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month
  -8.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.033
1M High / 1M Low: 0.045 0.033
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -