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

Stuttgart
2024-06-27  12:38:08 PM Chg.+0.002 Bid1:15:17 PM Ask1:15:17 PM Underlying Strike price Expiration date Option type
0.042EUR +5.00% 0.042
Bid Size: 80,000
0.048
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: 144.09
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -2.10
Time value: 0.05
Break-even: 891.52
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 14.63%
Delta: 0.09
Theta: -0.04
Omega: 13.34
Rho: 0.42
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -6.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.040
1M High / 1M Low: 0.053 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -