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

Stuttgart
11/8/2024  1:48:24 PM Chg.-0.004 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.049EUR -7.55% -
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: 140.25
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: 0.06
Break-even: 911.18
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.12
Theta: -0.08
Omega: 17.35
Rho: 0.33
 

Quote data

Open: 0.049
High: 0.049
Low: 0.049
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.26%
1 Month  
+19.51%
3 Months  
+13.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.047
1M High / 1M Low: 0.057 0.039
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:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -