Morgan Stanley Call 900 SLHN 21.0.../  DE000MG4G1D8  /

Stuttgart
28/06/2024  12:44:11 Chg.+0.001 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.032EUR +3.23% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 900.00 CHF 21/03/2025 Call
 

Master data

WKN: MG4G1D
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 900.00 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: 170.40
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -2.53
Time value: 0.04
Break-even: 938.91
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 29.03%
Delta: 0.07
Theta: -0.04
Omega: 12.74
Rho: 0.34
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -15.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.030
1M High / 1M Low: 0.043 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -