Morgan Stanley Call 800 SLHN 21.0.../  DE000MG20KH9  /

Stuttgart
9/4/2024  4:47:06 PM Chg.+0.011 Bid8:00:08 PM Ask8:00:08 PM Underlying Strike price Expiration date Option type
0.084EUR +15.07% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 800.00 CHF 3/21/2025 Call
 

Master data

WKN: MG20KH
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 800.00 CHF
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/21/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 77.31
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -1.17
Time value: 0.10
Break-even: 861.39
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 6.74%
Delta: 0.19
Theta: -0.08
Omega: 14.42
Rho: 0.69
 

Quote data

Open: 0.095
High: 0.095
Low: 0.084
Previous Close: 0.073
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+40.00%
3 Months  
+31.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.072
1M High / 1M Low: 0.080 0.047
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -