Morgan Stanley Call 850 SLHN 21.0.../  DE000MG4G1C0  /

Stuttgart
2024-07-29  12:29:07 PM Chg.+0.003 Bid12:46:08 PM Ask12:46:08 PM Underlying Strike price Expiration date Option type
0.046EUR +6.98% 0.045
Bid Size: 80,000
0.051
Ask Size: 80,000
SWISS LIFE HOLDING A... 850.00 CHF 2025-03-21 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: 2025-03-21
Issue date: 2024-05-20
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 138.56
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -1.93
Time value: 0.05
Break-even: 891.04
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 13.64%
Delta: 0.10
Theta: -0.05
Omega: 13.82
Rho: 0.41
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.043
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.13%
1 Month  
+2.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.038
1M High / 1M Low: 0.051 0.036
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -