Morgan Stanley Call 825 SLHN 21.03.2025
/ DE000MG3ZD00
Morgan Stanley Call 825 SLHN 21.0.../ DE000MG3ZD00 /
| 8/16/2024 11:22:35 AM |
Chg.+0.002 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+3.92% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
825.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
119.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-1.68 |
| Time value: |
0.06 |
| Break-even: |
867.54 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
11.54% |
| Delta: |
0.12 |
| Theta: |
-0.06 |
| Omega: |
14.08 |
| Rho: |
0.45 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.051 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.64% |
| 3 Months |
|
|
-20.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.049 |
| 1M High / 1M Low: |
0.060 |
0.037 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
