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

Stuttgart
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:   -