Morgan Stanley Call 825 SLHN 21.0.../  DE000MG3ZD00  /

Stuttgart
2024-07-05  4:47:16 PM Chg.-0.001 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.052EUR -1.89% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 825.00 CHF 2025-03-21 Call
 

Master data

WKN: MG3ZD0
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 825.00 CHF
Maturity: 2025-03-21
Issue date: 2024-05-09
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 118.28
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -1.75
Time value: 0.06
Break-even: 855.37
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 11.76%
Delta: 0.12
Theta: -0.05
Omega: 13.63
Rho: 0.51
 

Quote data

Open: 0.053
High: 0.053
Low: 0.052
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month
  -14.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.046
1M High / 1M Low: 0.061 0.046
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -