Morgan Stanley Call 850 SLHN 21.03.2025
/ DE000MG4G1C0
Morgan Stanley Call 850 SLHN 21.0.../ DE000MG4G1C0 /
11/12/2024 11:14:15 AM |
Chg.-0.004 |
Bid8:00:06 PM |
Ask8:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.045EUR |
-8.16% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
850.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
MG4G1C |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
850.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
5/20/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
142.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-1.34 |
Time value: |
0.05 |
Break-even: |
911.13 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.01 |
Spread %: |
10.20% |
Delta: |
0.12 |
Theta: |
-0.08 |
Omega: |
17.51 |
Rho: |
0.31 |
Quote data
Open: |
0.045 |
High: |
0.045 |
Low: |
0.045 |
Previous Close: |
0.049 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.26% |
1 Month |
|
|
+15.38% |
3 Months |
|
|
+7.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.047 |
1M High / 1M Low: |
0.057 |
0.041 |
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: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |