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

Stuttgart
07/10/2024  16:02:25 Chg.-0.001 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.035EUR -2.78% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 850.00 CHF 21/03/2025 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: 21/03/2025
Issue date: 20/05/2024
Last trading day: 21/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 175.29
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -1.66
Time value: 0.04
Break-even: 906.56
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 13.51%
Delta: 0.09
Theta: -0.06
Omega: 16.54
Rho: 0.30
 

Quote data

Open: 0.037
High: 0.037
Low: 0.035
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -36.36%
3 Months
  -22.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.036
1M High / 1M Low: 0.056 0.036
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -