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

Stuttgart
2024-07-26  1:07:04 PM Chg.+0.006 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.035EUR +20.69% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 800.00 CHF 2024-12-20 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: 2024-12-20
Issue date: 2024-04-09
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 169.22
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -1.40
Time value: 0.04
Break-even: 838.02
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 17.14%
Delta: 0.10
Theta: -0.06
Omega: 17.37
Rho: 0.27
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.029
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+2.94%
3 Months
  -5.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.029
1M High / 1M Low: 0.048 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -