Morgan Stanley Call 850 SLHN 20.1.../  DE000MG4GGB1  /

Stuttgart
10/16/2024  1:17:18 PM Chg.0.000 Bid10/16/2024 Ask10/16/2024 Underlying Strike price Expiration date Option type
0.016EUR 0.00% 0.016
Bid Size: 80,000
0.040
Ask Size: 80,000
SWISS LIFE HOLDING A... 850.00 CHF 12/20/2024 Call
 

Master data

WKN: MG4GGB
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 850.00 CHF
Maturity: 12/20/2024
Issue date: 5/20/2024
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 189.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -1.48
Time value: 0.04
Break-even: 909.13
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 1.79
Spread abs.: 0.02
Spread %: 150.00%
Delta: 0.09
Theta: -0.13
Omega: 17.90
Rho: 0.12
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -30.43%
3 Months
  -33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.014
1M High / 1M Low: 0.024 0.014
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -