Morgan Stanley Call 800 SLHN 20.12.2024
/ DE000MG20KG1
Morgan Stanley Call 800 SLHN 20.1.../ DE000MG20KG1 /
02/09/2024 13:07:10 |
Chg.0.000 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.038EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
800.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
09/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
168.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-1.28 |
Time value: |
0.04 |
Break-even: |
856.00 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.76 |
Spread abs.: |
0.01 |
Spread %: |
16.22% |
Delta: |
0.11 |
Theta: |
-0.08 |
Omega: |
18.42 |
Rho: |
0.22 |
Quote data
Open: |
0.038 |
High: |
0.038 |
Low: |
0.038 |
Previous Close: |
0.038 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.15% |
1 Month |
|
|
+18.75% |
3 Months |
|
|
-2.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.033 |
1M High / 1M Low: |
0.038 |
0.026 |
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: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |